+89.6%
DE vs ACI
-31.5%
+121.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.4% |
| 6M | +16.6% | -18.7% | +35.3% | +19.6% |
| YTD | +45.8% | -20.2% | +66.0% | +49.4% |
| 1Y | +43.9% | -23.7% | +67.6% | +48.5% |
| 3Y | +89.6% | -31.6% | +121.2% | +99.9% |
| All | +89.6% | -31.5% | +121.1% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling