-60.2%
OUST vs AEE
+65.8%
-126.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.8% | +10.9% |
| 7D | +36.7% | +2.3% | +34.3% | +36.9% |
| 30D | -3.3% | +11.6% | -14.9% | -2.4% |
| 3M | -11.1% | +5.5% | -16.6% | -10.7% |
| 6M | +53.1% | +6.0% | +47.0% | +53.2% |
| YTD | +78.2% | +16.6% | +61.6% | +77.1% |
| 1Y | +50.0% | +12.1% | +38.0% | +49.6% |
| 3Y | +836.2% | +64.2% | +771.9% | +809.9% |
| 5Y | -50.0% | +59.1% | -109.1% | -50.2% |
| All | -60.2% | +65.8% | -126.1% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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