+19.3%
ACI vs DRI
+237.5%
-218.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -2.3% |
| 7D | -5.0% | -4.8% | -0.2% | -4.7% |
| 30D | -2.3% | -3.9% | +1.6% | -2.0% |
| 3M | -23.2% | +5.1% | -28.3% | -23.5% |
| 6M | -29.5% | +5.5% | -35.0% | -29.8% |
| YTD | -28.6% | +16.5% | -45.1% | -29.5% |
| 1Y | -34.0% | +2.0% | -36.0% | -34.3% |
| 3Y | -45.0% | +54.5% | -99.5% | -46.7% |
| 5Y | -44.0% | +66.6% | -110.6% | -46.5% |
| All | +19.3% | +237.5% | -218.3% | +17.4% |
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