+216.5%
AIG vs OUST
-60.6%
+277.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.4% |
| 7D | +2.2% | +31.9% | -29.7% | +1.1% |
| 30D | +6.9% | -4.2% | +11.1% | +6.8% |
| 3M | +6.8% | -9.3% | +16.1% | +6.7% |
| 6M | +9.2% | +51.7% | -42.4% | +5.3% |
| YTD | -1.9% | +76.6% | -78.5% | -6.8% |
| 1Y | +9.7% | +48.9% | -39.2% | +5.0% |
| 3Y | +37.9% | +675.3% | -637.4% | +15.5% |
| 5Y | +56.8% | -44.0% | +100.9% | +43.9% |
| All | +216.5% | -60.6% | +277.1% | +199.9% |
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