-34.0%
DG vs ACI
-43.3%
+9.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.2% |
| 7D | +1.1% | -2.2% | +3.3% | +1.8% |
| 30D | +9.5% | +10.3% | -0.8% | +7.0% |
| 3M | +5.5% | +7.2% | -1.7% | +3.7% |
| 6M | +16.1% | -18.0% | +34.1% | +20.4% |
| YTD | +2.7% | -22.0% | +24.7% | +7.5% |
| 1Y | +42.1% | -23.4% | +65.5% | +49.3% |
| 3Y | +19.3% | -35.8% | +55.1% | +30.3% |
| All | -34.0% | -43.3% | +9.4% | -28.2% |
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