+668.1%
OUST vs AEIS
+117.1%
+551.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +6.1% | +7.9% | +8.9% |
| 7D | +17.0% | -11.3% | +28.3% | +25.8% |
| 30D | -16.5% | -32.6% | +16.1% | +14.7% |
| 3M | -23.7% | -39.2% | +15.5% | +13.9% |
| 6M | +18.4% | -45.4% | +63.7% | +97.8% |
| YTD | +60.8% | -5.8% | +66.6% | +58.7% |
| 1Y | +44.2% | -10.0% | +54.2% | +49.1% |
| 3Y | +668.1% | +121.2% | +546.9% | +182.3% |
| All | +668.1% | +117.1% | +551.0% | +182.3% |
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