+43.6%
ACI vs OUST
-60.6%
+104.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.3% | +14.0% | -19.3% | -5.2% |
| 30D | +5.0% | +2.5% | +2.5% | +5.1% |
| 3M | +7.5% | -15.3% | +22.8% | +7.6% |
| 6M | -16.0% | +42.6% | -58.6% | -16.2% |
| YTD | -20.6% | +76.6% | -97.3% | -21.0% |
| 1Y | -23.5% | +54.1% | -77.6% | -23.8% |
| 3Y | -32.1% | +675.3% | -707.4% | -34.1% |
| 5Y | -42.5% | -45.1% | +2.6% | -44.3% |
| All | +43.6% | -60.6% | +104.2% | +31.8% |
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