-60.2%
OUST vs AEIS
+223.6%
-283.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +11.3% | -0.5% | +1.8% |
| 7D | +36.7% | +1.0% | +35.7% | +32.2% |
| 30D | -3.3% | -24.0% | +20.7% | +18.4% |
| 3M | -11.1% | -32.5% | +21.4% | +19.3% |
| 6M | +53.1% | -38.6% | +91.6% | +126.2% |
| YTD | +78.2% | +4.8% | +73.4% | +65.8% |
| 1Y | +50.0% | +1.3% | +48.7% | +44.2% |
| 3Y | +836.2% | +159.2% | +676.9% | +328.9% |
| 5Y | -50.0% | +140.8% | -190.8% | -75.7% |
| All | -60.2% | +223.6% | -283.9% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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