+265.6%
AEM vs OUST
-46.2%
+311.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.4% | +14.0% | -12.6% | +0.5% |
| 30D | -1.2% | +2.5% | -3.7% | -1.6% |
| 3M | +2.5% | -15.3% | +17.9% | +3.0% |
| 6M | -5.1% | +42.6% | -47.7% | -8.0% |
| YTD | +10.4% | +76.6% | -66.2% | +5.6% |
| 1Y | +11.8% | +54.1% | -42.3% | +7.3% |
| 3Y | +315.6% | +675.3% | -359.6% | +256.0% |
| All | +265.6% | -46.2% | +311.7% | +237.0% |
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