-100.0%
DFNS vs ACI
+27.8%
-127.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -2.7% |
| 7D | -42.8% | -5.9% | -36.9% | -43.8% |
| 30D | -67.6% | +7.2% | -74.8% | -66.9% |
| 3M | -94.9% | +8.8% | -103.7% | -94.7% |
| 6M | -96.7% | -17.2% | -79.6% | -97.0% |
| YTD | -99.6% | -21.3% | -78.4% | -99.7% |
| 1Y | -99.7% | -23.7% | -76.0% | -99.8% |
| 3Y | -100.0% | -32.8% | -67.1% | -100.0% |
| 5Y | -100.0% | -41.4% | -58.6% | -100.0% |
| All | -100.0% | +27.8% | -127.8% | -100.0% |
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