-25.6%
DOW vs ACI
-33.1%
+7.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -9.4% | -5.9% | -3.5% | -8.3% |
| 30D | +8.9% | +7.2% | +1.7% | +7.4% |
| 3M | +6.7% | +8.8% | -2.1% | +4.7% |
| 6M | -14.2% | -17.2% | +3.0% | -11.5% |
| YTD | +36.9% | -21.3% | +58.2% | +42.4% |
| 1Y | +45.8% | -23.7% | +69.5% | +52.9% |
| All | -25.6% | -33.1% | +7.4% | -19.3% |
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