+12.5%
DIS vs ACI
+39.5%
-27.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.6% | +4.0% |
| 7D | +9.1% | +4.5% | +4.6% | +8.8% |
| 30D | +14.8% | +20.9% | -6.1% | +13.6% |
| 3M | +21.2% | +15.2% | +5.9% | +20.1% |
| 6M | +18.3% | -13.3% | +31.6% | +18.7% |
| YTD | +5.4% | -16.2% | +21.5% | +5.8% |
| 1Y | +8.3% | -16.9% | +25.1% | +8.7% |
| 3Y | +44.2% | -30.8% | +75.1% | +45.8% |
| 5Y | -28.0% | -39.4% | +11.4% | -27.9% |
| All | +12.5% | +39.5% | -27.1% | +16.6% |
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 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