-35.8%
ACI vs BUD
+49.3%
-85.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.9% |
| 7D | -2.2% | +4.5% | -6.7% | -3.6% |
| 30D | +10.3% | +12.5% | -2.2% | +6.2% |
| 3M | +7.2% | 0.0% | +7.2% | +7.0% |
| 6M | -18.0% | +3.8% | -21.8% | -18.9% |
| YTD | -22.0% | +33.1% | -55.0% | -27.8% |
| 1Y | -23.4% | +35.5% | -58.9% | -29.5% |
| 3Y | -35.8% | +49.4% | -85.2% | -43.6% |
| All | -35.8% | +49.3% | -85.2% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling