+51.7%
ACI vs OUST
-65.4%
+117.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.7% | -12.2% | +3.6% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +20.9% | -24.0% | +44.8% | +20.8% |
| 3M | +15.2% | -29.9% | +45.1% | +15.2% |
| 6M | -13.3% | +19.1% | -32.5% | -13.5% |
| YTD | -16.2% | +55.0% | -71.2% | -16.6% |
| 1Y | -16.9% | +21.2% | -38.0% | -17.1% |
| 3Y | -30.8% | +626.0% | -656.8% | -33.0% |
| 5Y | -39.4% | -51.6% | +12.2% | -41.3% |
| All | +51.7% | -65.4% | +117.1% | +39.1% |
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