+73.5%
USO vs ACGL
+332.3%
-258.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.0% |
| 7D | -9.1% | -1.1% | -8.0% | -8.9% |
| 30D | -3.7% | +13.1% | -16.9% | -6.2% |
| 3M | +20.9% | +9.8% | +11.1% | +18.4% |
| 6M | +6.8% | +15.3% | -8.5% | +3.3% |
| YTD | +106.3% | +12.7% | +93.6% | +99.9% |
| 1Y | +100.2% | +20.7% | +79.5% | +91.0% |
| 3Y | +103.1% | +34.3% | +68.8% | +85.4% |
| 5Y | +146.1% | +170.6% | -24.5% | +80.4% |
| 10Y | +73.5% | +330.6% | -257.1% | +41.0% |
| All | +73.5% | +332.3% | -258.9% | +41.0% |
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