+34.9%
ACI vs DOC
+6.8%
+28.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +3.5% | +6.2% | -2.7% | +2.6% |
| 30D | +16.8% | +6.5% | +10.3% | +15.7% |
| 3M | +13.1% | -6.2% | +19.4% | +14.1% |
| 6M | -15.6% | +25.6% | -41.2% | -18.7% |
| YTD | -19.2% | +32.1% | -51.3% | -23.0% |
| 1Y | -20.7% | +20.3% | -41.0% | -23.2% |
| 3Y | -33.4% | +42.7% | -76.1% | -37.6% |
| 5Y | -41.7% | -22.2% | -19.5% | -41.8% |
| All | +34.9% | +6.8% | +28.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling