+33.3%
ACI vs BIDU
-36.6%
+69.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.8% |
| 7D | +2.3% | -4.6% | +6.8% | +2.4% |
| 30D | +1.2% | -4.5% | +5.8% | +1.3% |
| 3M | +6.8% | -25.4% | +32.1% | +7.4% |
| 6M | -18.7% | -48.1% | +29.3% | -17.7% |
| YTD | -20.2% | -40.2% | +20.0% | -19.5% |
| 1Y | -23.7% | -35.2% | +11.5% | -23.2% |
| 3Y | -31.6% | -27.1% | -4.5% | -32.0% |
| 5Y | -42.8% | -54.2% | +11.4% | -42.9% |
| All | +33.3% | -36.6% | +69.9% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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