+26.3%
ACI vs BUD
+75.4%
-49.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +5.9% | -5.7% | +11.6% | +7.0% |
| 3M | -19.8% | +3.1% | -22.9% | -20.1% |
| 6M | -24.7% | +7.9% | -32.6% | -25.7% |
| YTD | -24.4% | +27.3% | -51.7% | -27.2% |
| 1Y | -31.5% | +37.8% | -69.3% | -34.9% |
| 3Y | -38.7% | +49.8% | -88.5% | -42.4% |
| 5Y | -42.8% | +43.8% | -86.6% | -46.7% |
| All | +26.3% | +75.4% | -49.1% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling