-43.1%
ACI vs DOC
-24.5%
-18.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | +0.2% | -1.5% | +1.6% | +0.4% |
| 30D | +5.9% | -4.8% | +10.7% | +6.8% |
| 3M | -19.8% | +6.9% | -26.7% | -20.8% |
| 6M | -24.7% | +20.7% | -45.5% | -27.7% |
| YTD | -24.4% | +34.1% | -58.5% | -29.2% |
| 1Y | -31.5% | +22.6% | -54.1% | -34.6% |
| 3Y | -38.7% | +20.8% | -59.5% | -41.5% |
| All | -43.1% | -24.5% | -18.5% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling