+22.2%
ACI vs DTE
+87.6%
-65.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.5% |
| 7D | -2.6% | +0.9% | -3.5% | -2.8% |
| 30D | +1.1% | -1.9% | +2.9% | +1.6% |
| 3M | -23.6% | -3.3% | -20.3% | -23.0% |
| 6M | -29.9% | -7.1% | -22.8% | -28.4% |
| YTD | -26.9% | +8.1% | -35.0% | -28.8% |
| 1Y | -34.2% | +5.3% | -39.5% | -35.5% |
| 3Y | -43.6% | +48.2% | -91.8% | -50.8% |
| 5Y | -42.4% | +33.2% | -75.6% | -47.8% |
| All | +22.2% | +87.6% | -65.4% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling