+577.1%
OUST vs AEIS
+142.1%
+435.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.5% |
| 7D | +5.2% | +3.0% | +2.3% | +2.5% |
| 30D | -19.3% | -14.6% | -4.6% | -7.1% |
| 3M | -22.6% | -12.4% | -10.2% | -10.5% |
| 6M | +62.8% | -15.0% | +77.7% | +87.7% |
| YTD | +68.3% | +34.3% | +34.1% | +25.2% |
| 1Y | +28.5% | +87.4% | -58.8% | -31.3% |
| All | +577.1% | +142.1% | +435.0% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling