+227.2%
ACGL vs OUST
-62.4%
+289.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.7% |
| 7D | -0.7% | +5.2% | -6.0% | -0.8% |
| 30D | -1.0% | -19.3% | +18.3% | -1.0% |
| 3M | +11.0% | -22.6% | +33.7% | +11.0% |
| 6M | -0.3% | +62.8% | -63.1% | -1.0% |
| YTD | +2.3% | +68.3% | -66.1% | +1.5% |
| 1Y | +6.4% | +28.5% | -22.2% | +5.7% |
| 3Y | +34.0% | +554.0% | -520.1% | +28.9% |
| 5Y | +161.6% | -56.2% | +217.9% | +165.3% |
| All | +227.2% | -62.4% | +289.6% | +226.9% |
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