-51.3%
OUST vs AEE
+52.8%
-104.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | 0.0% | +14.0% | +14.0% |
| 7D | +17.0% | +2.1% | +14.9% | +17.0% |
| 30D | -16.5% | +11.4% | -27.9% | -16.7% |
| 3M | -23.7% | +5.0% | -28.6% | -23.7% |
| 6M | +18.4% | +4.4% | +13.9% | +17.4% |
| YTD | +60.8% | +15.4% | +45.4% | +55.5% |
| 1Y | +44.2% | +13.8% | +30.4% | +40.0% |
| 3Y | +668.1% | +58.0% | +610.1% | +579.5% |
| All | -51.3% | +52.8% | -104.1% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling