+93.0%
ALLE vs OUST
-64.1%
+157.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -1.6% |
| 7D | -0.6% | +17.0% | -17.6% | -1.4% |
| 30D | +25.3% | -16.5% | +41.8% | +26.1% |
| 3M | +10.3% | -23.7% | +33.9% | +11.3% |
| 6M | +38.0% | +18.4% | +19.7% | +33.9% |
| YTD | +17.8% | +60.8% | -43.0% | +11.5% |
| 1Y | +13.6% | +44.2% | -30.6% | +8.0% |
| 3Y | +89.2% | +668.1% | -578.9% | +51.9% |
| 5Y | +51.1% | -48.8% | +99.9% | +26.6% |
| All | +93.0% | -64.1% | +157.2% | +56.4% |
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