+66.4%
AFL vs OUST
+692.9%
-626.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.4% | +14.0% | -12.5% | +1.4% |
| 30D | +9.7% | +2.5% | +7.1% | +9.7% |
| 3M | +5.5% | -15.3% | +20.8% | +5.6% |
| 6M | +11.2% | +42.6% | -31.4% | +10.2% |
| YTD | +17.1% | +76.6% | -59.5% | +15.3% |
| 1Y | +14.0% | +54.1% | -40.0% | +12.6% |
| All | +66.4% | +692.9% | -626.6% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling