+34.6%
DG vs ACI
-23.0%
+57.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -3.0% | -5.3% | +2.3% | -1.6% |
| 30D | +8.6% | +5.0% | +3.6% | +7.6% |
| 3M | +15.0% | +7.5% | +7.5% | +13.3% |
| 6M | +32.7% | -16.0% | +48.7% | +34.7% |
| YTD | +5.5% | -20.6% | +26.2% | +8.4% |
| 1Y | +34.6% | -23.5% | +58.1% | +36.4% |
| All | +34.6% | -23.0% | +57.6% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling