-35.8%
ACI vs DRI
+66.4%
-102.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.2% |
| 7D | -2.2% | +2.8% | -5.0% | -2.6% |
| 30D | +10.3% | +13.3% | -3.0% | +8.4% |
| 3M | +7.2% | +8.2% | -1.0% | +5.9% |
| 6M | -18.0% | +17.5% | -35.6% | -19.9% |
| YTD | -22.0% | +26.9% | -48.9% | -24.6% |
| 1Y | -23.4% | +31.6% | -54.9% | -26.3% |
| 3Y | -35.8% | +67.0% | -102.8% | -42.8% |
| All | -35.8% | +66.4% | -102.2% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling