-20.7%
ACI vs DOC
+21.7%
-42.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +3.5% | +6.2% | -2.7% | +3.1% |
| 30D | +16.8% | +6.5% | +10.3% | +16.2% |
| 3M | +13.1% | -6.2% | +19.4% | +13.1% |
| 6M | -15.6% | +25.6% | -41.2% | -15.7% |
| YTD | -19.2% | +32.1% | -51.3% | -20.5% |
| 1Y | -20.7% | +20.3% | -41.0% | -19.8% |
| All | -20.7% | +21.7% | -42.4% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling