+64.1%
DIA vs ACI
-44.9%
+109.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | -0.8% |
| 7D | +0.1% | -2.6% | +2.6% | +0.3% |
| 30D | -2.1% | +1.1% | -3.1% | -2.2% |
| 3M | +4.2% | -23.6% | +27.8% | +6.6% |
| 6M | +11.9% | -29.9% | +41.8% | +15.4% |
| YTD | +10.8% | -26.9% | +37.7% | +13.6% |
| 1Y | +17.5% | -34.2% | +51.8% | +21.9% |
| 3Y | +59.9% | -43.6% | +103.6% | +68.5% |
| 5Y | +64.1% | -42.4% | +106.5% | +69.5% |
| All | +64.1% | -44.9% | +109.1% | +69.5% |
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 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