+16.2%
DOW vs ACI
+33.9%
-17.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +3.7% | -0.5% | +4.1% | +3.7% |
| 30D | +16.3% | +4.9% | +11.4% | +15.4% |
| 3M | +9.7% | +11.1% | -1.4% | +7.7% |
| 6M | -14.1% | -14.9% | +0.8% | -12.7% |
| YTD | +46.6% | -19.6% | +66.2% | +50.1% |
| 1Y | +56.8% | -22.7% | +79.5% | +61.6% |
| 3Y | -20.4% | -31.2% | +10.9% | -16.9% |
| 5Y | -27.4% | -42.3% | +14.9% | -24.0% |
| All | +16.2% | +33.9% | -17.6% | +15.2% |
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 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