+68.6%
AON vs OUST
-60.6%
+129.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | +1.9% | +31.9% | -30.0% | +1.7% |
| 30D | +23.3% | -4.2% | +27.5% | +23.3% |
| 3M | -5.5% | -9.3% | +3.7% | -5.5% |
| 6M | +8.0% | +51.7% | -43.6% | +6.6% |
| YTD | -4.0% | +76.6% | -80.6% | -5.8% |
| 1Y | -1.7% | +48.9% | -50.6% | -3.3% |
| 3Y | +2.9% | +675.3% | -672.3% | -6.0% |
| 5Y | +17.2% | -44.0% | +61.3% | +14.3% |
| All | +68.6% | -60.6% | +129.2% | +62.4% |
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