+41.2%
ACI vs OUST
-64.1%
+105.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +14.0% | -17.4% | -3.3% |
| 7D | -2.2% | +17.0% | -19.2% | -2.1% |
| 30D | +10.3% | -16.5% | +26.8% | +10.3% |
| 3M | +7.2% | -23.7% | +30.9% | +7.2% |
| 6M | -18.0% | +18.4% | -36.4% | -18.2% |
| YTD | -22.0% | +60.8% | -82.8% | -22.3% |
| 1Y | -23.4% | +44.2% | -67.6% | -23.7% |
| 3Y | -35.8% | +668.1% | -703.9% | -37.8% |
| 5Y | -43.7% | -48.8% | +5.2% | -45.5% |
| All | +41.2% | -64.1% | +105.3% | +29.5% |
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