+31.5%
ACI vs DRI
+273.3%
-241.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | -5.9% | +3.1% | -9.0% | -6.1% |
| 30D | +7.2% | +16.2% | -9.0% | +5.9% |
| 3M | +8.8% | +8.4% | +0.5% | +8.0% |
| 6M | -17.2% | +19.0% | -36.2% | -18.4% |
| YTD | -21.3% | +28.8% | -50.1% | -22.9% |
| 1Y | -23.7% | +33.1% | -56.9% | -25.5% |
| 3Y | -32.8% | +70.8% | -103.6% | -35.5% |
| 5Y | -41.4% | +74.2% | -115.6% | -44.7% |
| All | +31.5% | +273.3% | -241.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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