+131.6%
AME vs OUST
-60.6%
+192.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -4.1% | +31.9% | -36.0% | -5.8% |
| 30D | -4.1% | -4.2% | +0.1% | -4.2% |
| 3M | -5.6% | -9.3% | +3.7% | -5.6% |
| 6M | +2.8% | +51.7% | -48.8% | -1.1% |
| YTD | +16.6% | +76.6% | -60.0% | +10.6% |
| 1Y | +21.1% | +48.9% | -27.8% | +15.7% |
| 3Y | +61.1% | +675.3% | -614.2% | +35.3% |
| 5Y | +76.6% | -44.0% | +120.6% | +58.0% |
| All | +131.6% | -60.6% | +192.2% | +107.1% |
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