-21.9%
DG vs ACI
+32.8%
-54.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | +0.3% | +2.3% | -2.0% | -0.2% |
| 30D | +3.2% | +1.2% | +2.0% | +3.0% |
| 3M | +10.4% | +6.8% | +3.6% | +9.0% |
| 6M | +33.2% | -18.7% | +51.9% | +37.3% |
| YTD | +3.0% | -20.2% | +23.2% | +6.3% |
| 1Y | +31.2% | -23.7% | +54.9% | +36.6% |
| 3Y | +21.8% | -31.6% | +53.5% | +28.8% |
| 5Y | -35.0% | -42.8% | +7.8% | -30.6% |
| All | -21.9% | +32.8% | -54.7% | -26.6% |
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