-35.3%
DOW vs ACI
-40.4%
+5.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -2.4% | +0.2% | -2.5% | -2.4% |
| 30D | +0.4% | +5.9% | -5.5% | -0.9% |
| 3M | -14.4% | -19.8% | +5.4% | -11.0% |
| 6M | -7.0% | -24.7% | +17.8% | -2.0% |
| YTD | +30.2% | -24.4% | +54.6% | +36.7% |
| 1Y | +29.2% | -31.5% | +60.7% | +38.9% |
| All | -35.3% | -40.4% | +5.1% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling