+301.0%
AEM vs OUST
-49.1%
+350.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | +0.5% |
| 7D | +15.8% | +17.0% | -1.2% | +14.7% |
| 30D | +6.2% | -16.5% | +22.7% | +6.9% |
| 3M | +14.3% | -23.7% | +38.0% | +15.4% |
| 6M | +1.4% | +18.4% | -17.0% | -0.8% |
| YTD | +13.7% | +60.8% | -47.1% | +9.4% |
| 1Y | +21.3% | +44.2% | -22.9% | +17.0% |
| 3Y | +309.9% | +668.1% | -358.2% | +252.0% |
| All | +301.0% | -49.1% | +350.0% | +265.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling