-40.8%
ACI vs DVA
+40.8%
-81.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.2% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | -4.5% | +1.7% | -6.2% | -4.6% |
| 3M | -22.3% | -8.7% | -13.6% | -21.8% |
| 6M | -28.4% | +19.7% | -48.1% | -30.0% |
| YTD | -29.5% | +59.6% | -89.1% | -33.4% |
| 1Y | -34.2% | +37.1% | -71.3% | -36.9% |
| 3Y | -45.7% | +89.8% | -135.4% | -49.4% |
| 5Y | -40.8% | +47.4% | -88.1% | -39.6% |
| All | -40.8% | +40.8% | -81.6% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling