+391.8%
DE vs ACI
+32.8%
+359.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +0.3% | +2.3% | -2.0% | 0.0% |
| 30D | +3.6% | +1.2% | +2.3% | +3.3% |
| 3M | +10.2% | +6.8% | +3.5% | +9.3% |
| 6M | +16.6% | -18.7% | +35.3% | +18.9% |
| YTD | +45.8% | -20.2% | +66.0% | +48.7% |
| 1Y | +43.9% | -23.7% | +67.6% | +47.6% |
| 3Y | +89.6% | -31.6% | +121.2% | +96.2% |
| 5Y | +100.3% | -42.8% | +143.1% | +107.7% |
| All | +391.8% | +32.8% | +359.0% | +387.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling