+185.3%
AIG vs OUST
-61.4%
+246.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.1% |
| 7D | -1.6% | +12.7% | -14.3% | -2.0% |
| 30D | -5.2% | -13.6% | +8.4% | -4.8% |
| 3M | +1.5% | -8.3% | +9.7% | +0.8% |
| 6M | -3.9% | +85.0% | -88.9% | -8.3% |
| YTD | -11.6% | +73.2% | -84.9% | -15.6% |
| 1Y | -2.9% | +32.5% | -35.4% | -6.7% |
| 3Y | +33.7% | +643.8% | -610.1% | +12.2% |
| 5Y | +52.7% | -52.1% | +104.8% | +41.3% |
| All | +185.3% | -61.4% | +246.6% | +171.3% |
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