+44.2%
OUST vs AEE
+12.9%
+31.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | 0.0% | +14.0% | +14.0% |
| 7D | +17.0% | +2.1% | +14.9% | +19.0% |
| 30D | -16.5% | +11.4% | -27.9% | -6.4% |
| 3M | -23.7% | +5.0% | -28.6% | -19.8% |
| 6M | +18.4% | +4.4% | +13.9% | +21.7% |
| YTD | +60.8% | +15.4% | +45.4% | +60.3% |
| 1Y | +44.2% | +13.8% | +30.4% | +49.3% |
| All | +44.2% | +12.9% | +31.3% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling