-43.9%
ACI vs DTE
+43.4%
-87.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.6% | +3.6% |
| 7D | -3.7% | -2.6% | -1.2% | -3.1% |
| 30D | +0.6% | -4.4% | +5.0% | +1.7% |
| 3M | -20.3% | -8.3% | -12.0% | -18.7% |
| 6M | -24.7% | -8.1% | -16.6% | -23.2% |
| YTD | -27.2% | +4.4% | -31.6% | -28.0% |
| 1Y | -32.7% | +0.2% | -32.9% | -32.8% |
| 3Y | -43.9% | +42.6% | -86.5% | -46.2% |
| All | -43.9% | +43.4% | -87.3% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling