-62.4%
OUST vs AEE
+53.8%
-116.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +5.2% | +0.3% | +4.9% | +5.3% |
| 30D | -19.3% | -2.3% | -17.0% | -19.4% |
| 3M | -22.6% | +0.2% | -22.9% | -23.2% |
| 6M | +62.8% | -4.7% | +67.5% | +62.0% |
| YTD | +68.3% | +8.1% | +60.2% | +66.1% |
| 1Y | +28.5% | +8.5% | +20.0% | +26.9% |
| 3Y | +554.0% | +48.9% | +505.2% | +529.6% |
| 5Y | -56.2% | +39.9% | -96.1% | -58.0% |
| All | -62.4% | +53.8% | -116.2% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling