+22.2%
ACI vs DVA
+133.1%
-110.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.1% | -3.1% |
| 7D | -2.6% | +2.2% | -4.8% | -2.8% |
| 30D | +1.1% | -2.0% | +3.1% | +1.3% |
| 3M | -23.6% | -6.3% | -17.4% | -23.4% |
| 6M | -29.9% | +19.4% | -49.4% | -31.7% |
| YTD | -26.9% | +58.5% | -85.3% | -31.1% |
| 1Y | -34.2% | +33.9% | -68.1% | -37.0% |
| 3Y | -43.6% | +88.4% | -132.1% | -48.1% |
| 5Y | -42.4% | +39.5% | -81.9% | -44.9% |
| All | +22.2% | +133.1% | -110.9% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling