-40.8%
ACI vs DBX
+8.4%
-49.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -7.1% | -1.8% | -5.2% | -6.9% |
| 30D | -4.5% | +2.8% | -7.3% | -4.8% |
| 3M | -22.3% | +26.8% | -49.0% | -24.1% |
| 6M | -28.4% | +32.8% | -61.2% | -30.5% |
| YTD | -29.5% | +26.1% | -55.6% | -31.3% |
| 1Y | -34.2% | +14.1% | -48.4% | -35.4% |
| 3Y | -45.7% | +25.7% | -71.4% | -47.9% |
| 5Y | -40.8% | +11.2% | -51.9% | -45.3% |
| All | -40.8% | +8.4% | -49.2% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling