-45.0%
ACI vs DVA
+91.2%
-136.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.5% |
| 7D | -5.0% | +2.0% | -7.1% | -5.2% |
| 30D | -2.3% | -0.4% | -1.9% | -2.3% |
| 3M | -23.2% | -7.7% | -15.5% | -22.8% |
| 6M | -29.5% | +20.0% | -49.4% | -31.1% |
| YTD | -28.6% | +61.1% | -89.7% | -33.1% |
| 1Y | -34.0% | +33.9% | -67.9% | -37.0% |
| All | -45.0% | +91.2% | -136.1% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling