+302.8%
AEM vs OUST
-56.2%
+359.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.2% |
| 7D | -0.5% | +5.2% | -5.7% | -0.8% |
| 30D | +24.0% | -19.3% | +43.3% | +25.2% |
| 3M | +16.1% | -22.6% | +38.7% | +16.4% |
| 6M | -11.6% | +62.8% | -74.4% | -14.7% |
| YTD | +21.5% | +68.3% | -46.8% | +16.9% |
| 1Y | +39.2% | +28.5% | +10.6% | +34.4% |
| 3Y | +347.4% | +554.0% | -206.6% | +286.7% |
| All | +302.8% | -56.2% | +359.0% | +264.2% |
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