+21.6%
ACI vs DBX
+60.2%
-38.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +3.1% |
| 7D | -3.7% | +2.1% | -5.8% | -4.0% |
| 30D | +0.6% | +5.7% | -5.2% | -0.1% |
| 3M | -20.3% | +31.8% | -52.1% | -22.8% |
| 6M | -24.7% | +37.5% | -62.1% | -27.6% |
| YTD | -27.2% | +27.9% | -55.1% | -29.5% |
| 1Y | -32.7% | +15.0% | -47.8% | -34.2% |
| 3Y | -43.9% | +27.2% | -71.1% | -46.7% |
| 5Y | -38.9% | +12.8% | -51.6% | -41.8% |
| All | +21.6% | +60.2% | -38.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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