+6.9%
AAL vs OUST
-60.6%
+67.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | +10.1% | +31.9% | -21.8% | +6.0% |
| 30D | +10.6% | -4.2% | +14.8% | +10.6% |
| 3M | -5.9% | -9.3% | +3.3% | -5.7% |
| 6M | +5.7% | +51.7% | -46.0% | -4.0% |
| YTD | -8.0% | +76.6% | -84.6% | -19.3% |
| 1Y | +6.0% | +48.9% | -42.9% | -5.3% |
| 3Y | +19.6% | +675.3% | -655.7% | -23.1% |
| 5Y | -34.6% | -44.0% | +9.5% | -48.4% |
| All | +6.9% | -60.6% | +67.5% | -12.6% |
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