+61.5%
AON vs OUST
-62.4%
+123.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | -9.1% | +5.2% | -14.3% | -9.1% |
| 30D | -10.2% | -19.3% | +9.0% | -10.1% |
| 3M | +0.5% | -22.6% | +23.1% | +0.5% |
| 6M | -4.8% | +62.8% | -67.6% | -6.4% |
| YTD | -8.0% | +68.3% | -76.3% | -9.7% |
| 1Y | -13.1% | +28.5% | -41.6% | -14.4% |
| 3Y | -1.3% | +554.0% | -555.3% | -9.5% |
| 5Y | +14.9% | -56.2% | +71.1% | +12.5% |
| All | +61.5% | -62.4% | +123.9% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling