-37.9%
DG vs ACI
-44.9%
+7.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.3% |
| 7D | -2.5% | -2.6% | +0.1% | -1.9% |
| 30D | +1.0% | +1.1% | -0.1% | +0.7% |
| 3M | +20.3% | -23.6% | +44.0% | +26.8% |
| 6M | -11.7% | -29.9% | +18.2% | -5.3% |
| YTD | -2.3% | -26.9% | +24.5% | +3.6% |
| 1Y | +20.0% | -34.2% | +54.3% | +30.2% |
| 3Y | +7.2% | -43.6% | +50.9% | +20.1% |
| 5Y | -37.9% | -42.4% | +4.5% | -32.9% |
| All | -37.9% | -44.9% | +7.0% | -32.9% |
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 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