-42.4%
ACI vs DD
+61.7%
-104.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | +1.1% | -7.4% | +8.5% | +2.0% |
| 3M | -23.6% | -6.4% | -17.2% | -23.1% |
| 6M | -29.9% | -2.5% | -27.5% | -30.0% |
| YTD | -26.9% | +10.2% | -37.1% | -28.5% |
| 1Y | -34.2% | +36.9% | -71.2% | -38.0% |
| 3Y | -43.6% | +47.0% | -90.6% | -48.3% |
| 5Y | -42.4% | +63.1% | -105.5% | -50.9% |
| All | -42.4% | +61.7% | -104.1% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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