+3.2%
DOW vs ACI
+25.9%
-22.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -14.4% | -19.8% | +5.4% | -12.0% |
| 6M | -7.0% | -24.7% | +17.8% | -3.6% |
| YTD | +30.2% | -24.4% | +54.6% | +34.8% |
| 1Y | +29.2% | -31.5% | +60.7% | +35.5% |
| 3Y | -36.7% | -38.7% | +2.0% | -32.8% |
| 5Y | -37.7% | -42.8% | +5.1% | -34.4% |
| All | +3.2% | +25.9% | -22.7% | +3.4% |
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