-35.9%
DOW vs ACI
-44.9%
+9.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.0% |
| 7D | -2.9% | -2.6% | -0.4% | -2.5% |
| 30D | +2.0% | +1.1% | +0.9% | +1.7% |
| 3M | -12.5% | -23.6% | +11.1% | -8.7% |
| 6M | -9.2% | -29.9% | +20.7% | -3.8% |
| YTD | +30.8% | -26.9% | +57.6% | +37.2% |
| 1Y | +29.4% | -34.2% | +63.6% | +38.3% |
| 3Y | -34.6% | -43.6% | +9.1% | -28.4% |
| 5Y | -35.9% | -42.4% | +6.4% | -31.5% |
| All | -35.9% | -44.9% | +9.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling