+11.4%
AFL vs OUST
+32.6%
-21.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -1.2% |
| 7D | +0.1% | +17.0% | -16.9% | +0.9% |
| 30D | +10.0% | -16.5% | +26.5% | +9.6% |
| 3M | -1.6% | -23.7% | +22.1% | -2.0% |
| 6M | +10.5% | +18.4% | -7.8% | +11.8% |
| YTD | +14.3% | +60.8% | -46.5% | +17.7% |
| 1Y | +11.4% | +44.2% | -32.8% | +14.1% |
| All | +11.4% | +32.6% | -21.2% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling