+1,106.2%
DELL vs ACI
-43.7%
+1,149.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.3% |
| 7D | +8.7% | -5.0% | +13.8% | +9.0% |
| 30D | +16.9% | -2.3% | +19.2% | +17.0% |
| 3M | +40.4% | -23.2% | +63.6% | +42.2% |
| 6M | +267.1% | -29.5% | +296.5% | +273.8% |
| YTD | +329.1% | -28.6% | +357.7% | +335.4% |
| 1Y | +346.9% | -34.0% | +381.0% | +357.8% |
| 3Y | +696.6% | -45.0% | +741.6% | +732.8% |
| 5Y | +1,106.2% | -44.0% | +1,150.2% | +1,130.4% |
| All | +1,106.2% | -43.7% | +1,149.9% | +1,130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling