-60.6%
OUST vs AEIS
+241.8%
-302.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -3.6% |
| 7D | +14.0% | +9.5% | +4.5% | +6.0% |
| 30D | +2.5% | -17.5% | +20.1% | +17.3% |
| 3M | -15.3% | -29.3% | +14.0% | +9.3% |
| 6M | +42.6% | -34.7% | +77.3% | +100.5% |
| YTD | +76.6% | +10.7% | +65.9% | +57.0% |
| 1Y | +54.1% | +7.4% | +46.7% | +41.2% |
| 3Y | +675.3% | +161.1% | +514.1% | +249.9% |
| 5Y | -45.1% | +150.7% | -195.8% | -74.4% |
| All | -60.6% | +241.8% | -302.4% | -81.9% |
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