+36.8%
ACI vs OUST
-62.4%
+99.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | +0.2% | +5.2% | -5.1% | +0.2% |
| 30D | +5.9% | -19.3% | +25.2% | +5.9% |
| 3M | -19.8% | -22.6% | +2.9% | -19.7% |
| 6M | -24.7% | +62.8% | -87.5% | -25.0% |
| YTD | -24.4% | +68.3% | -92.7% | -24.7% |
| 1Y | -31.5% | +28.5% | -60.0% | -31.7% |
| 3Y | -38.7% | +554.0% | -592.7% | -40.5% |
| 5Y | -42.8% | -56.2% | +13.4% | -44.6% |
| All | +36.8% | -62.4% | +99.3% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling