+149.7%
AFL vs OUST
-46.2%
+195.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.4% | +14.0% | -12.5% | +1.3% |
| 30D | +9.7% | +2.5% | +7.1% | +9.6% |
| 3M | +5.5% | -15.3% | +20.8% | +5.6% |
| 6M | +11.2% | +42.6% | -31.4% | +9.7% |
| YTD | +17.1% | +76.6% | -59.5% | +14.7% |
| 1Y | +14.0% | +54.1% | -40.0% | +12.0% |
| 3Y | +66.3% | +675.3% | -609.0% | +52.5% |
| All | +149.7% | -46.2% | +195.8% | +136.7% |
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