+218.6%
AIG vs OUST
-65.5%
+284.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | +0.7% |
| 7D | +6.6% | -3.8% | +10.4% | +6.7% |
| 30D | +7.0% | +5.1% | +2.0% | +6.6% |
| 3M | +9.7% | -25.8% | +35.5% | +10.5% |
| 6M | +10.8% | -2.0% | +12.8% | +9.0% |
| YTD | -1.3% | +54.7% | -56.0% | -5.7% |
| 1Y | +8.4% | +48.8% | -40.4% | +3.5% |
| 3Y | +39.0% | +607.8% | -568.8% | +16.6% |
| 5Y | +59.6% | -52.7% | +112.3% | +47.4% |
| All | +218.6% | -65.5% | +284.1% | +203.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling