+199.0%
AIG vs OUST
-64.1%
+263.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +14.0% | -17.9% | -4.4% |
| 7D | -5.1% | +17.0% | -22.1% | -5.7% |
| 30D | +2.8% | -16.5% | +19.3% | +3.2% |
| 3M | -2.1% | -23.7% | +21.5% | -1.5% |
| 6M | +1.4% | +18.4% | -17.0% | -1.2% |
| YTD | -7.4% | +60.8% | -68.2% | -11.6% |
| 1Y | +4.4% | +44.2% | -39.8% | 0.0% |
| 3Y | +30.0% | +668.1% | -638.1% | +8.6% |
| 5Y | +47.9% | -48.8% | +96.7% | +36.0% |
| All | +199.0% | -64.1% | +263.1% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling