-43.9%
ACI vs DGX
+96.4%
-140.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +3.1% |
| 7D | -3.7% | -0.9% | -2.9% | -3.7% |
| 30D | +0.6% | -1.2% | +1.7% | +0.7% |
| 3M | -20.3% | +15.8% | -36.1% | -21.6% |
| 6M | -24.7% | +18.2% | -42.8% | -26.3% |
| YTD | -27.2% | +37.2% | -64.4% | -30.8% |
| 1Y | -32.7% | +30.4% | -63.1% | -35.4% |
| 3Y | -43.9% | +96.7% | -140.6% | -48.4% |
| All | -43.9% | +96.4% | -140.3% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling