+206.2%
AIG vs OUST
-60.2%
+266.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.4% | +2.0% |
| 7D | -3.4% | +36.7% | -40.0% | -4.5% |
| 30D | +3.4% | -3.3% | +6.7% | +3.3% |
| 3M | +1.7% | -11.1% | +12.9% | +1.8% |
| 6M | +5.7% | +53.1% | -47.4% | +1.8% |
| YTD | -5.1% | +78.2% | -83.4% | -9.8% |
| 1Y | +6.1% | +50.0% | -44.0% | +1.5% |
| 3Y | +35.5% | +836.2% | -800.7% | +12.1% |
| 5Y | +51.9% | -50.0% | +101.9% | +40.2% |
| All | +206.2% | -60.2% | +266.4% | +190.0% |
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