+31.5%
ACI vs BUD
+85.8%
-54.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -5.9% | +1.3% | -7.2% | -6.1% |
| 30D | +7.2% | +10.0% | -2.8% | +5.3% |
| 3M | +8.8% | +1.6% | +7.2% | +8.4% |
| 6M | -17.2% | +6.5% | -23.7% | -18.1% |
| YTD | -21.3% | +34.8% | -56.1% | -25.0% |
| 1Y | -23.7% | +36.5% | -60.2% | -27.6% |
| 3Y | -32.8% | +49.0% | -81.8% | -37.1% |
| 5Y | -41.4% | +51.7% | -93.1% | -45.9% |
| All | +31.5% | +85.8% | -54.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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