-99.9%
DFNS vs ACI
+18.7%
-118.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -1.7% |
| 7D | +0.8% | -2.6% | +3.4% | 0.0% |
| 30D | -73.2% | +1.1% | -74.3% | -72.9% |
| 3M | -72.4% | -23.6% | -48.8% | -75.6% |
| 6M | -95.2% | -29.9% | -65.3% | -96.0% |
| YTD | -98.0% | -26.9% | -71.1% | -98.3% |
| 1Y | -98.3% | -34.2% | -64.0% | -98.6% |
| 3Y | -99.9% | -43.6% | -56.3% | -99.9% |
| 5Y | -99.9% | -42.4% | -57.5% | -99.9% |
| All | -99.9% | +18.7% | -118.6% | -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 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