-42.4%
ACI vs BUD
+45.2%
-87.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -2.6% | +0.8% | -3.3% | -2.7% |
| 30D | +1.1% | -4.8% | +5.9% | +2.3% |
| 3M | -23.6% | +1.4% | -25.0% | -23.7% |
| 6M | -29.9% | +9.9% | -39.8% | -31.5% |
| YTD | -26.9% | +26.3% | -53.2% | -30.7% |
| 1Y | -34.2% | +36.1% | -70.4% | -38.7% |
| 3Y | -43.6% | +48.6% | -92.2% | -48.7% |
| 5Y | -42.4% | +45.0% | -87.4% | -48.6% |
| All | -42.4% | +45.2% | -87.6% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling