+3.1%
DOW vs ACI
+18.9%
-15.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -6.0% | -5.0% | -1.0% | -5.3% |
| 30D | -2.7% | -2.3% | -0.4% | -2.5% |
| 3M | -10.5% | -23.2% | +12.7% | -7.4% |
| 6M | -12.4% | -29.5% | +17.0% | -8.3% |
| YTD | +30.0% | -28.6% | +58.6% | +35.7% |
| 1Y | +27.8% | -34.0% | +61.8% | +34.8% |
| 3Y | -34.9% | -45.0% | +10.0% | -29.9% |
| 5Y | -35.9% | -44.0% | +8.1% | -32.0% |
| All | +3.1% | +18.9% | -15.8% | +4.2% |
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