-0.2%
AAL vs OUST
-64.1%
+64.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.0% | -12.1% | +0.1% |
| 7D | +4.6% | +17.0% | -12.4% | +2.3% |
| 30D | +2.6% | -16.5% | +19.1% | +4.4% |
| 3M | -17.8% | -23.7% | +5.9% | -15.7% |
| 6M | +1.9% | +18.4% | -16.5% | -4.7% |
| YTD | -14.0% | +60.8% | -74.8% | -23.7% |
| 1Y | +0.2% | +44.2% | -44.0% | -10.1% |
| 3Y | +13.0% | +668.1% | -655.1% | -27.4% |
| 5Y | -39.6% | -48.8% | +9.2% | -51.8% |
| All | -0.2% | -64.1% | +64.0% | -17.4% |
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