+329.3%
AEM vs OUST
+692.9%
-363.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -5.1% |
| 7D | +13.9% | +31.9% | -18.0% | +11.7% |
| 30D | +0.8% | -4.2% | +5.0% | +0.7% |
| 3M | +5.8% | -9.3% | +15.0% | +5.8% |
| 6M | -1.0% | +51.7% | -52.6% | -4.4% |
| YTD | +13.1% | +76.6% | -63.5% | +8.0% |
| 1Y | +14.4% | +48.9% | -34.5% | +9.7% |
| All | +329.3% | +692.9% | -363.7% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling