+137.4%
DIA vs ACI
+25.9%
+111.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -1.5% | +5.9% | -7.4% | -2.0% |
| 3M | +3.8% | -19.8% | +23.5% | +5.3% |
| 6M | +10.3% | -24.7% | +35.0% | +12.4% |
| YTD | +12.1% | -24.4% | +36.5% | +14.1% |
| 1Y | +18.6% | -31.5% | +50.1% | +21.7% |
| 3Y | +60.6% | -38.7% | +99.3% | +65.9% |
| 5Y | +64.4% | -42.8% | +107.2% | +68.8% |
| All | +137.4% | +25.9% | +111.5% | +132.9% |
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 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