-45.0%
ACI vs DOV
+38.7%
-83.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -5.0% | +1.3% | -6.4% | -5.3% |
| 30D | -2.3% | -8.6% | +6.3% | -0.8% |
| 3M | -23.2% | -13.1% | -10.0% | -21.3% |
| 6M | -29.5% | -8.8% | -20.7% | -28.2% |
| YTD | -28.6% | -1.2% | -27.4% | -28.1% |
| 1Y | -34.0% | +10.7% | -44.7% | -34.5% |
| All | -45.0% | +38.7% | -83.7% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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