+249.0%
AEM vs OUST
-53.0%
+302.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | +0.5% |
| 7D | -6.8% | -3.8% | -3.1% | -6.7% |
| 30D | +0.8% | +5.1% | -4.2% | +0.4% |
| 3M | -0.8% | -25.8% | +25.0% | +0.3% |
| 6M | -8.5% | -2.0% | -6.5% | -9.5% |
| YTD | +5.9% | +54.7% | -48.8% | +2.1% |
| 1Y | +6.6% | +48.8% | -42.2% | +2.8% |
| 3Y | +302.2% | +607.8% | -305.6% | +246.5% |
| All | +249.0% | -53.0% | +302.0% | +225.7% |
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