+184.1%
AEM vs OUST
-62.4%
+246.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.2% |
| 7D | -0.5% | +5.2% | -5.7% | -0.7% |
| 30D | +24.0% | -19.3% | +43.3% | +25.1% |
| 3M | +16.1% | -22.6% | +38.7% | +16.4% |
| 6M | -11.6% | +62.8% | -74.4% | -14.5% |
| YTD | +21.5% | +68.3% | -46.8% | +17.2% |
| 1Y | +39.2% | +28.5% | +10.6% | +34.7% |
| 3Y | +347.4% | +554.0% | -206.6% | +291.9% |
| 5Y | +290.1% | -56.2% | +346.4% | +256.5% |
| All | +184.1% | -62.4% | +246.5% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling