-64.1%
OUST vs AEE
+64.1%
-128.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | 0.0% | +14.0% | +14.0% |
| 7D | +17.0% | +2.1% | +14.9% | +17.2% |
| 30D | -16.5% | +11.4% | -27.9% | -15.7% |
| 3M | -23.7% | +5.0% | -28.6% | -23.3% |
| 6M | +18.4% | +4.4% | +13.9% | +18.4% |
| YTD | +60.8% | +15.4% | +45.4% | +59.6% |
| 1Y | +44.2% | +13.8% | +30.4% | +43.4% |
| 3Y | +668.1% | +58.0% | +610.1% | +643.4% |
| 5Y | -48.8% | +52.9% | -101.8% | -49.9% |
| All | -64.1% | +64.1% | -128.3% | -62.1% |
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