+79.1%
AEP vs OUST
-62.3%
+141.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | -0.3% |
| 7D | +2.5% | +19.9% | -17.5% | +2.6% |
| 30D | +3.4% | +3.6% | -0.2% | +3.4% |
| 3M | +4.2% | -20.6% | +24.8% | +4.2% |
| 6M | -0.8% | +35.1% | -35.9% | -0.6% |
| YTD | +15.2% | +69.1% | -53.9% | +15.5% |
| 1Y | +8.3% | +49.9% | -41.6% | +8.5% |
| 3Y | +84.2% | +642.4% | -558.2% | +83.4% |
| 5Y | +87.8% | -48.3% | +136.1% | +77.8% |
| All | +79.1% | -62.3% | +141.4% | +69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling