+34.4%
ACI vs DRI
+271.5%
-237.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | -0.6% | +4.2% | -4.8% | -1.0% |
| 30D | +9.5% | +15.7% | -6.1% | +8.2% |
| 3M | +10.1% | +5.8% | +4.3% | +9.5% |
| 6M | -15.4% | +18.4% | -33.8% | -16.6% |
| YTD | -19.5% | +28.2% | -47.8% | -21.2% |
| 1Y | -21.0% | +35.9% | -56.9% | -22.9% |
| 3Y | -31.2% | +67.7% | -98.9% | -33.8% |
| 5Y | -40.6% | +77.9% | -118.5% | -43.8% |
| All | +34.4% | +271.5% | -237.1% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling