-2.0%
AAL vs OUST
-68.5%
+66.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.0% | +3.9% | -4.0% |
| 7D | +1.2% | -5.0% | +6.2% | +1.7% |
| 30D | -0.5% | -32.0% | +31.5% | +4.1% |
| 3M | -22.0% | -32.4% | +10.3% | -18.7% |
| 6M | +4.5% | +6.7% | -2.2% | -0.8% |
| YTD | -15.7% | +41.0% | -56.7% | -23.8% |
| 1Y | -3.7% | +18.0% | -21.6% | -11.2% |
| 3Y | +7.9% | +560.6% | -552.7% | -29.3% |
| 5Y | -40.7% | -55.1% | +14.4% | -51.8% |
| All | -2.0% | -68.5% | +66.5% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling