+26.3%
ACI vs BIDU
-19.3%
+45.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.4% |
| 7D | +0.2% | +2.4% | -2.3% | +0.1% |
| 30D | +5.9% | -10.5% | +16.4% | +6.1% |
| 3M | -19.8% | -26.2% | +6.4% | -19.3% |
| 6M | -24.7% | -16.4% | -8.3% | -24.5% |
| YTD | -24.4% | -23.9% | -0.5% | -24.1% |
| 1Y | -31.5% | +1.3% | -32.8% | -32.1% |
| 3Y | -38.7% | -32.1% | -6.6% | -38.7% |
| 5Y | -42.8% | -39.0% | -3.8% | -43.2% |
| All | +26.3% | -19.3% | +45.6% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling