-22.1%
DG vs ACI
+29.9%
-52.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.4% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | +9.5% | +10.3% | -0.8% | +7.5% |
| 3M | +5.5% | +7.2% | -1.7% | +4.0% |
| 6M | +16.1% | -18.0% | +34.1% | +19.6% |
| YTD | +2.7% | -22.0% | +24.7% | +6.5% |
| 1Y | +42.1% | -23.4% | +65.5% | +47.8% |
| 3Y | +19.3% | -35.8% | +55.1% | +27.6% |
| 5Y | -35.3% | -43.7% | +8.3% | -30.7% |
| All | -22.1% | +29.9% | -52.0% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling