+77.6%
AEP vs OUST
-60.6%
+138.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -0.8% | +31.9% | -32.7% | -0.6% |
| 30D | +4.9% | -4.2% | +9.1% | +4.9% |
| 3M | +4.9% | -9.3% | +14.1% | +4.9% |
| 6M | -0.3% | +51.7% | -51.9% | -0.1% |
| YTD | +14.3% | +76.6% | -62.3% | +14.5% |
| 1Y | +7.5% | +48.9% | -41.4% | +7.8% |
| 3Y | +82.6% | +675.3% | -592.6% | +81.9% |
| 5Y | +81.5% | -44.0% | +125.5% | +72.0% |
| All | +77.6% | -60.6% | +138.2% | +68.3% |
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