-62.4%
OUST vs AEIS
+314.5%
-377.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.3% |
| 7D | +5.2% | +3.0% | +2.3% | +2.8% |
| 30D | -19.3% | -14.6% | -4.6% | -8.1% |
| 3M | -22.6% | -12.4% | -10.2% | -11.2% |
| 6M | +62.8% | -15.0% | +77.7% | +87.1% |
| YTD | +68.3% | +34.3% | +34.1% | +31.4% |
| 1Y | +28.5% | +87.4% | -58.8% | -23.9% |
| 3Y | +554.0% | +139.8% | +414.3% | +217.2% |
| 5Y | -56.2% | +220.7% | -277.0% | -82.5% |
| All | -62.4% | +314.5% | -377.0% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling