-34.2%
ACI vs DRI
+4.8%
-39.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.4% | -3.0% |
| 7D | -2.6% | -1.2% | -1.3% | -2.4% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | -23.6% | +9.5% | -33.2% | -24.8% |
| 6M | -29.9% | +6.5% | -36.4% | -30.7% |
| YTD | -26.9% | +18.4% | -45.3% | -29.2% |
| 1Y | -34.2% | +4.2% | -38.5% | -36.0% |
| All | -34.2% | +4.8% | -39.1% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling