+79.2%
USO vs ACGL
+322.7%
-243.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | -1.4% | -1.3% | -2.5% |
| 30D | -6.3% | +12.4% | -18.7% | -8.6% |
| 3M | +10.9% | +11.1% | -0.2% | +8.3% |
| 6M | +2.0% | +16.3% | -14.3% | -1.5% |
| YTD | +104.6% | +13.8% | +90.7% | +97.8% |
| 1Y | +94.5% | +20.4% | +74.1% | +85.7% |
| 3Y | +97.1% | +33.6% | +63.5% | +80.2% |
| 5Y | +151.6% | +176.8% | -25.2% | +83.1% |
| All | +79.2% | +322.7% | -243.5% | +30.3% |
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