+48.9%
OUST vs AEIS
-1.0%
+49.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.8% |
| 7D | +31.9% | -6.9% | +38.8% | +36.7% |
| 30D | -4.2% | -23.2% | +19.0% | +17.0% |
| 3M | -9.3% | -29.5% | +20.2% | +18.7% |
| 6M | +51.7% | -37.9% | +89.6% | +121.1% |
| YTD | +76.6% | +6.0% | +70.6% | +62.6% |
| 1Y | +48.9% | +1.2% | +47.7% | +46.6% |
| All | +48.9% | -1.0% | +49.9% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling