+71.7%
AEP vs OUST
-62.4%
+134.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.2% |
| 7D | +1.8% | +5.2% | -3.4% | +1.8% |
| 30D | -0.8% | -19.3% | +18.5% | -0.9% |
| 3M | -1.8% | -22.6% | +20.8% | -1.9% |
| 6M | -5.4% | +62.8% | -68.1% | -5.2% |
| YTD | +10.4% | +68.3% | -57.9% | +10.6% |
| 1Y | +18.2% | +28.5% | -10.4% | +18.4% |
| 3Y | +79.0% | +554.0% | -475.1% | +77.9% |
| 5Y | +64.8% | -56.2% | +121.1% | +55.2% |
| All | +71.7% | -62.4% | +134.1% | +62.6% |
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