+0.2%
AON vs OUST
+554.0%
-553.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | -9.1% | +5.2% | -14.3% | -9.0% |
| 30D | -10.2% | -19.3% | +9.0% | -10.5% |
| 3M | +0.5% | -22.6% | +23.1% | +0.5% |
| 6M | -4.8% | +62.8% | -67.6% | -4.8% |
| YTD | -8.0% | +68.3% | -76.3% | -8.0% |
| 1Y | -13.1% | +28.5% | -41.6% | -12.9% |
| All | +0.2% | +554.0% | -553.9% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling