+140.4%
AJG vs OUST
-62.6%
+203.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.5% | -2.8% |
| 7D | -7.4% | +4.0% | -11.4% | -7.4% |
| 30D | -3.0% | -14.0% | +11.0% | -2.9% |
| 3M | +12.8% | -5.9% | +18.8% | +12.5% |
| 6M | +12.8% | +76.4% | -63.5% | +11.1% |
| YTD | -4.7% | +67.5% | -72.2% | -6.3% |
| 1Y | -17.2% | +27.1% | -44.3% | -18.3% |
| 3Y | +10.2% | +619.0% | -608.9% | +2.5% |
| 5Y | +76.9% | -54.9% | +131.9% | +72.5% |
| All | +140.4% | -62.6% | +203.1% | +133.7% |
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