-8.7%
DECK vs ACI
-14.7%
+6.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.5% | +2.4% | +5.2% |
| 7D | +10.4% | +4.5% | +5.9% | +9.3% |
| 30D | +11.1% | +20.9% | -9.8% | +6.1% |
| 3M | -10.8% | +15.2% | -26.0% | -13.9% |
| 6M | -8.7% | -13.3% | +4.6% | -12.4% |
| All | -8.7% | -14.7% | +6.0% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling