+45.6%
ACI vs OUST
-60.6%
+106.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | -0.6% | +31.9% | -32.5% | -0.5% |
| 30D | +9.5% | -4.2% | +13.8% | +9.6% |
| 3M | +10.1% | -9.3% | +19.4% | +10.1% |
| 6M | -15.4% | +51.7% | -67.1% | -15.6% |
| YTD | -19.5% | +76.6% | -96.2% | -19.9% |
| 1Y | -21.0% | +48.9% | -69.9% | -21.2% |
| 3Y | -31.2% | +675.3% | -706.5% | -33.2% |
| 5Y | -40.6% | -44.0% | +3.5% | -42.4% |
| All | +45.6% | -60.6% | +106.2% | +33.6% |
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