-94.4%
AAOX vs OUST
+76.6%
-171.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.2% | -6.8% | -5.1% |
| 7D | +22.0% | +19.9% | +2.1% | -6.2% |
| 30D | -76.8% | +3.6% | -80.4% | -76.5% |
| 3M | -90.7% | -20.6% | -70.1% | -84.8% |
| 6M | -97.2% | +35.1% | -132.3% | -97.5% |
| All | -94.4% | +76.6% | -171.0% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling