+74.5%
AEP vs OUST
-64.1%
+138.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.2% | -0.1% |
| 7D | -2.8% | +17.0% | -19.8% | -2.7% |
| 30D | +3.6% | -16.5% | +20.1% | +3.6% |
| 3M | +1.8% | -23.7% | +25.4% | +1.7% |
| 6M | -3.1% | +18.4% | -21.5% | -3.0% |
| YTD | +12.2% | +60.8% | -48.5% | +12.4% |
| 1Y | +9.1% | +44.2% | -35.1% | +9.3% |
| 3Y | +77.9% | +668.1% | -590.2% | +77.1% |
| 5Y | +78.1% | -48.8% | +126.9% | +68.9% |
| All | +74.5% | -64.1% | +138.6% | +65.3% |
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 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