+240.9%
AA vs OUST
-62.3%
+303.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.8% |
| 7D | +5.3% | +19.9% | -14.6% | +2.4% |
| 30D | -2.3% | +3.6% | -5.8% | -3.3% |
| 3M | -20.8% | -20.6% | -0.2% | -19.0% |
| 6M | -39.8% | +35.1% | -74.9% | -45.3% |
| YTD | -23.3% | +69.1% | -92.4% | -33.6% |
| 1Y | +1.8% | +49.9% | -48.1% | -10.4% |
| 3Y | +69.5% | +642.4% | -572.9% | +3.8% |
| 5Y | -18.0% | -48.3% | +30.3% | -36.4% |
| All | +240.9% | -62.3% | +303.1% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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