+21.6%
ACI vs DTE
+81.2%
-59.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.6% | +3.7% |
| 7D | -3.7% | -2.6% | -1.2% | -3.0% |
| 30D | +0.6% | -4.4% | +5.0% | +2.0% |
| 3M | -20.3% | -8.3% | -12.0% | -18.2% |
| 6M | -24.7% | -8.1% | -16.6% | -22.8% |
| YTD | -27.2% | +4.4% | -31.6% | -28.4% |
| 1Y | -32.7% | +0.2% | -32.9% | -33.0% |
| 3Y | -43.9% | +42.6% | -86.5% | -50.5% |
| 5Y | -38.9% | +31.5% | -70.3% | -44.2% |
| All | +21.6% | +81.2% | -59.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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