-31.1%
ACI vs DOC
+43.5%
-74.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +3.1% |
| 7D | +4.5% | +8.7% | -4.2% | +3.3% |
| 30D | +20.9% | +7.6% | +13.2% | +19.6% |
| 3M | +15.2% | -5.3% | +20.5% | +15.9% |
| 6M | -13.3% | +27.6% | -40.9% | -16.3% |
| YTD | -16.2% | +32.4% | -48.6% | -19.9% |
| 1Y | -16.9% | +22.9% | -39.7% | -19.5% |
| All | -31.1% | +43.5% | -74.6% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling