+673.8%
OUST vs AEE
+63.2%
+610.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.5% | -4.2% |
| 7D | +19.9% | +0.6% | +19.3% | +20.0% |
| 30D | +3.6% | +8.8% | -5.2% | +4.3% |
| 3M | -20.6% | +5.1% | -25.7% | -20.2% |
| 6M | +35.1% | +5.2% | +29.9% | +33.8% |
| YTD | +69.1% | +16.1% | +53.1% | +61.1% |
| 1Y | +49.9% | +10.4% | +39.5% | +45.7% |
| All | +673.8% | +63.2% | +610.6% | +400.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling