+19.3%
ACI vs DGX
+145.7%
-126.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.0% | -2.2% | -2.8% | -4.7% |
| 30D | -2.3% | -0.9% | -1.4% | -2.2% |
| 3M | -23.2% | +15.6% | -38.8% | -25.6% |
| 6M | -29.5% | +17.8% | -47.3% | -32.0% |
| YTD | -28.6% | +37.5% | -66.1% | -33.7% |
| 1Y | -34.0% | +31.2% | -65.2% | -38.1% |
| 3Y | -45.0% | +96.6% | -141.6% | -53.5% |
| 5Y | -44.0% | +64.9% | -108.9% | -51.6% |
| All | +19.3% | +145.7% | -126.5% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling