-42.4%
ACI vs DVA
+64.3%
-106.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +2.3% | -8.8% | +11.0% | +3.0% |
| 30D | +1.2% | -3.4% | +4.6% | +1.4% |
| 3M | +6.8% | -2.6% | +9.4% | +6.8% |
| 6M | -18.7% | -11.9% | -6.8% | -18.2% |
| YTD | -20.2% | +53.6% | -73.9% | -24.5% |
| 1Y | -23.7% | +41.9% | -65.6% | -27.3% |
| 3Y | -31.6% | +97.5% | -129.2% | -36.5% |
| All | -42.4% | +64.3% | -106.7% | -44.6% |
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