-23.5%
ACI vs OUST
+50.6%
-74.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.3% | +14.0% | -19.3% | -4.4% |
| 30D | +5.0% | +2.5% | +2.5% | +5.6% |
| 3M | +7.5% | -15.3% | +22.8% | +7.4% |
| 6M | -16.0% | +42.6% | -58.6% | -13.1% |
| YTD | -20.6% | +76.6% | -97.3% | -16.0% |
| 1Y | -23.5% | +54.1% | -77.6% | -18.9% |
| All | -23.5% | +50.6% | -74.1% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling