+9.1%
AON vs OUST
+31.3%
-22.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +14.0% | -16.8% | -1.7% |
| 7D | +4.4% | +17.0% | -12.6% | +5.9% |
| 30D | +24.1% | -16.5% | +40.6% | +22.7% |
| 3M | -7.0% | -23.7% | +16.7% | -8.2% |
| 6M | +9.1% | +18.4% | -9.2% | +14.0% |
| All | +9.1% | +31.3% | -22.2% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling