+257.8%
ACGL vs OUST
-64.1%
+321.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +14.0% | -17.0% | -2.9% |
| 7D | +0.9% | +17.0% | -16.1% | +0.9% |
| 30D | +13.7% | -16.5% | +30.2% | +13.8% |
| 3M | +8.0% | -23.7% | +31.7% | +8.1% |
| 6M | +13.3% | +18.4% | -5.1% | +12.8% |
| YTD | +11.8% | +60.8% | -48.9% | +11.0% |
| 1Y | +22.2% | +44.2% | -22.0% | +21.4% |
| 3Y | +32.5% | +668.1% | -635.6% | +27.1% |
| 5Y | +160.2% | -48.8% | +209.0% | +162.5% |
| All | +257.8% | -64.1% | +321.9% | +257.5% |
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