+66.5%
USO vs ACGL
+263.8%
-197.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.3% |
| 7D | +3.6% | -2.9% | +6.5% | +4.1% |
| 30D | +23.8% | -2.8% | +26.6% | +24.4% |
| 3M | +8.1% | +6.8% | +1.2% | +6.3% |
| 6M | +34.3% | -1.5% | +35.8% | +34.1% |
| YTD | +111.1% | -0.2% | +111.4% | +110.0% |
| 1Y | +99.9% | +5.3% | +94.6% | +96.2% |
| 3Y | +86.5% | +30.3% | +56.2% | +70.1% |
| 5Y | +200.5% | +151.8% | +48.7% | +123.5% |
| 10Y | +66.5% | +266.9% | -200.3% | +31.2% |
| All | +66.5% | +263.8% | -197.3% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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