+10.4%
DIS vs ACI
+29.9%
-19.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | +5.2% | -2.2% | +7.5% | +5.4% |
| 30D | +11.5% | +10.3% | +1.2% | +10.8% |
| 3M | +11.5% | +7.2% | +4.3% | +11.1% |
| 6M | +8.9% | -18.0% | +26.9% | +9.6% |
| YTD | +3.4% | -22.0% | +25.4% | +4.2% |
| 1Y | +7.2% | -23.4% | +30.6% | +8.1% |
| 3Y | +43.3% | -35.8% | +79.1% | +45.5% |
| 5Y | -31.4% | -43.7% | +12.2% | -31.1% |
| All | +10.4% | +29.9% | -19.5% | +15.0% |
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