-41.7%
ACI vs OUST
-56.4%
+14.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.0% | +5.4% | -3.7% |
| 7D | +3.5% | -5.0% | +8.6% | +3.5% |
| 30D | +16.8% | -32.0% | +48.8% | +16.7% |
| 3M | +13.1% | -32.4% | +45.5% | +13.1% |
| 6M | -15.6% | +6.7% | -22.4% | -15.9% |
| YTD | -19.2% | +41.0% | -60.3% | -19.7% |
| 1Y | -20.7% | +18.0% | -38.6% | -21.0% |
| 3Y | -33.4% | +560.6% | -594.0% | -35.9% |
| 5Y | -41.7% | -55.1% | +13.4% | -49.2% |
| All | -41.7% | -56.4% | +14.7% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling