+22.2%
DT vs ACI
+18.9%
+3.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | -0.5% | -5.0% | +4.5% | -0.2% |
| 30D | +0.1% | -2.3% | +2.4% | +0.2% |
| 3M | +24.1% | -23.2% | +47.3% | +26.0% |
| 6M | +30.1% | -29.5% | +59.6% | +32.8% |
| YTD | +16.8% | -28.6% | +45.4% | +18.9% |
| 1Y | -0.1% | -34.0% | +33.9% | +2.3% |
| 3Y | +6.8% | -45.0% | +51.8% | +10.9% |
| 5Y | -28.4% | -44.0% | +15.6% | -26.6% |
| All | +22.2% | +18.9% | +3.4% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling