+26.3%
ACI vs DRI
+249.5%
-223.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | +5.9% | +3.8% | +2.1% | +5.6% |
| 3M | -19.8% | +13.0% | -32.8% | -20.5% |
| 6M | -24.7% | +8.3% | -33.1% | -25.3% |
| YTD | -24.4% | +20.6% | -45.0% | -25.5% |
| 1Y | -31.5% | +6.5% | -38.0% | -32.0% |
| 3Y | -38.7% | +53.7% | -92.4% | -40.6% |
| 5Y | -42.8% | +72.7% | -115.5% | -45.5% |
| All | +26.3% | +249.5% | -223.2% | +24.0% |
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 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