-16.9%
ACI vs DVA
+62.2%
-79.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.2% | +3.2% |
| 7D | +4.5% | +4.7% | -0.3% | +4.2% |
| 30D | +20.9% | +7.8% | +13.1% | +20.2% |
| 3M | +15.2% | -15.5% | +30.7% | +16.3% |
| 6M | -13.3% | +25.0% | -38.4% | -15.1% |
| YTD | -16.2% | +69.6% | -85.8% | -22.2% |
| 1Y | -16.9% | +60.6% | -77.5% | -21.6% |
| All | -16.9% | +62.2% | -79.0% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling