+39.0%
AIG vs OUST
+594.6%
-555.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | +0.5% |
| 7D | +6.6% | -3.8% | +10.4% | +6.6% |
| 30D | +7.0% | +5.1% | +2.0% | +6.8% |
| 3M | +9.7% | -25.8% | +35.5% | +10.2% |
| 6M | +10.8% | -2.0% | +12.8% | +9.5% |
| YTD | -1.3% | +54.7% | -56.0% | -4.5% |
| 1Y | +8.4% | +48.8% | -40.4% | +4.8% |
| 3Y | +39.0% | +607.8% | -568.8% | +26.3% |
| All | +39.0% | +594.6% | -555.6% | +26.3% |
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 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