-65.5%
OUST vs AEIS
+224.2%
-289.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.0% | -4.5% | -5.4% |
| 7D | -3.8% | +11.5% | -15.3% | -11.7% |
| 30D | +5.1% | -15.8% | +20.8% | +17.9% |
| 3M | -25.8% | -33.3% | +7.5% | +0.5% |
| 6M | -2.0% | -35.2% | +33.2% | +39.3% |
| YTD | +54.7% | +5.0% | +49.7% | +43.8% |
| 1Y | +48.8% | +8.5% | +40.3% | +35.3% |
| 3Y | +607.8% | +152.9% | +454.9% | +228.8% |
| 5Y | -52.7% | +144.6% | -197.3% | -77.2% |
| All | -65.5% | +224.2% | -289.7% | -83.4% |
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