+26.3%
ACI vs DBX
+56.9%
-30.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +0.2% | -2.4% | +2.6% | +0.4% |
| 30D | +5.9% | -0.5% | +6.4% | +5.9% |
| 3M | -19.8% | +28.1% | -47.8% | -22.1% |
| 6M | -24.7% | +33.1% | -57.8% | -27.4% |
| YTD | -24.4% | +25.3% | -49.7% | -26.6% |
| 1Y | -31.5% | +18.3% | -49.8% | -33.2% |
| 3Y | -38.7% | +25.0% | -63.7% | -41.6% |
| 5Y | -42.8% | +7.5% | -50.3% | -45.1% |
| All | +26.3% | +56.9% | -30.6% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling