+12.7%
DIS vs ACI
+34.0%
-21.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | +4.4% | -0.6% | +5.0% | +4.4% |
| 30D | +10.3% | +9.5% | +0.8% | +9.8% |
| 3M | +15.5% | +10.1% | +5.4% | +14.9% |
| 6M | +11.2% | -15.4% | +26.6% | +11.7% |
| YTD | +5.6% | -19.5% | +25.1% | +6.2% |
| 1Y | +7.7% | -21.0% | +28.7% | +8.5% |
| 3Y | +39.3% | -31.2% | +70.5% | +40.9% |
| 5Y | -29.5% | -40.6% | +11.1% | -29.2% |
| All | +12.7% | +34.0% | -21.3% | +17.2% |
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 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