+132.9%
DIA vs ACI
+18.9%
+114.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.6% |
| 7D | -1.2% | -5.0% | +3.8% | -0.8% |
| 30D | -2.7% | -2.3% | -0.4% | -2.5% |
| 3M | +3.3% | -23.2% | +26.5% | +5.2% |
| 6M | +10.4% | -29.5% | +39.9% | +13.1% |
| YTD | +10.0% | -28.6% | +38.6% | +12.4% |
| 1Y | +16.2% | -34.0% | +50.2% | +19.5% |
| 3Y | +58.7% | -45.0% | +103.7% | +65.5% |
| 5Y | +63.6% | -44.0% | +107.6% | +68.5% |
| All | +132.9% | +18.9% | +114.0% | +129.6% |
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