+26.3%
ACI vs DD
+123.3%
-97.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.2% | -3.5% | +3.7% | +0.6% |
| 30D | +5.9% | -10.3% | +16.2% | +7.3% |
| 3M | -19.8% | -7.5% | -12.2% | -19.1% |
| 6M | -24.7% | -8.0% | -16.7% | -24.2% |
| YTD | -24.4% | +10.5% | -34.9% | -26.0% |
| 1Y | -31.5% | +38.3% | -69.8% | -35.4% |
| 3Y | -38.7% | +42.5% | -81.2% | -43.2% |
| 5Y | -42.8% | +60.2% | -103.0% | -49.6% |
| All | +26.3% | +123.3% | -97.0% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling