Investment Attribution

Adkins Capital Management LLC — Fund
ACM Residential Real Estate Fund
Investment Attribution · Brinson-Hood-Beebower Framework · Security Selection & Asset Allocation
SIMULATED MODEL PORTFOLIO. Attribution analysis is hypothetical and based on historical market data. Does not represent actual fund performance. Past performance is not indicative of future results.

Brinson-Hood-Beebower Performance Attribution

The following analysis decomposes ACM REF performance relative to the 60/40 benchmark (40% VMBS / 30% REZ / 30% XHB) using the Brinson-Hood-Beebower (BHB) framework — the institutional standard for active performance decomposition. BHB separates total alpha into two independent, additive components: Security Selection and Asset Allocation. All returns are annualized over the stated period using historical annual return data for all nine holdings and three benchmark ETFs.

Security Selection
(Security Return − Benchmark Class Return) × Portfolio Weight

Measures value added by choosing specific securities within each asset class versus the class benchmark proxy. Positive = ACM holdings outperformed the relevant segment index. Class proxies: MBS = VMBS, REITs = REZ, Builders = XHB.

Asset Allocation
(Portfolio Weight − Benchmark Weight) × (Benchmark Class Return − Fund Return)

Measures the impact of over- or underweighting each asset class. ACM equal-weight (33/33/33) vs. benchmark 40/30/30 means ACM systematically overweights REITs and Builders, underweights MBS. This structural tilt generates allocation contribution that varies by segment performance.

Benchmark Weight vs. ACM REF Equal-Weight
MBS (VMBS)
ACM REF33.33%
Benchmark40.00%
Active Weight-6.67%
Equity REITs (REZ)
ACM REF33.33%
Benchmark30.00%
Active Weight+3.33%
Builders & Land (XHB)
ACM REF33.33%
Benchmark30.00%
Active Weight+3.33%

Compounded Growth & Alpha Decomposition — 2020 Through 2025

The upper chart shows compounded growth of $100 invested at fund inception (2020 base = 100). The lower chart shows cumulative percentage-point alpha components accumulating year by year — how much of the fund’s outperformance came from security selection versus the structural asset allocation tilt. Both charts share the same time axis and should be read together.

Growth of $100 — Fund vs. Benchmark (2020–2025)
Compounded annual growth; 2019 year-end = $100 base for both series
Cumulative Alpha Components (Percentage Points)
Cumulative security selection alpha (teal), asset allocation alpha (amber), and total alpha (bright green) — year-by-year build-up since inception

Attribution Across All Periods — Grouped Comparison

All five attribution metrics across all four measurement periods simultaneously. Use this view to assess whether alpha is consistent across time horizons or concentrated in specific periods. Consistent positive Security Selection across all four periods is the strongest signal of genuine skill.

Attribution Analysis — As of 2026-04

1-Year Annualized — As of 2026-04
ACM REF: +8.93% Benchmark: +7.53% Alpha: +1.40%
Security Selection
+1.27%
Stock picking vs. class index
+
Asset Allocation
+0.13%
Segment over/underweight
=
Total Alpha
+1.40%
Fund return less benchmark
Alpha Consistency
5 / 9
Holdings with positive security selection alpha
Information Ratio
N/A
Insufficient years of data
▲ Top Contributor
TOL
Toll Brothers
+2.053%
Selection contribution
▼ Weakest Contributor
MAA
Mid-America Apartment Communities
-1.993%
Selection contribution
Segment-Level Selection Alpha
Mortgage-Backed Securities
+0.000%
Annualized selection contribution
Equity REITs
-4.285%
Annualized selection contribution
Homebuilder & Land Securities
+5.552%
Annualized selection contribution
Attribution Summary
Fund return vs. benchmark, decomposed by source — five distinct metrics, five distinct colors
Per-Holding Contribution
Security selection (teal/red) & asset allocation (amber/purple) — annualized
Attribution Component I
Security Selection
Formula: (Security Return − Benchmark Class Return) × Portfolio Weight
Security Security
Return (A)
Class Benchmark
Return (B)
Active Return
A − B
Portfolio
Weight
Selection Contribution — bar scaled to largest position
Mortgage-Backed Securities
VMBS Vanguard Mortgage-Backed Securities ETF +6.36% +6.36% +0.00% 33.33%
+0.00%
Mortgage-Backed Securities subtotal 33.3% +0.000%
Equity REITs
EQR Equity Residential -7.62% +4.54% -12.16% 8.33%
-1.01%
AMH American Homes 4 Rent -14.22% +4.54% -18.76% 8.33%
-1.56%
MAA Mid-America Apartment Communities -19.38% +4.54% -23.91% 8.33%
-1.99%
SUI Sun Communities +7.94% +4.54% +3.40% 8.33%
+0.28%
Equity REITs subtotal 33.3% -4.285%
Homebuilder & Land Securities
DHI DR Horton +24.92% +12.08% +12.84% 8.33%
+1.07%
PHM PulteGroup +23.18% +12.08% +11.10% 8.33%
+0.93%
TOL Toll Brothers +36.72% +12.08% +24.64% 8.33%
+2.05%
FOR Forestar Group +30.13% +12.08% +18.05% 8.33%
+1.50%
Homebuilder & Land Securities subtotal 33.3% +5.552%
Total Security Selection Alpha +1.27%
Attribution Component II
Asset Allocation
Formula: (Portfolio Weight − Benchmark Weight) × (Class Benchmark Return − Fund Return)
Security Portfolio
Weight (A)
Benchmark
Weight (B)
Active Weight
A − B (C)
Class Benchmark
Return (D)
Fund
Return (E)
D − E
(F)
Allocation Contribution C × F
Mortgage-Backed Securities
VMBS Vanguard Mortgage-Backed Securities ETF 33.33% 40.00% -6.67% +6.36% +8.93% -2.56%
+0.17%
Mortgage-Backed Securities subtotal +0.171%
Equity REITs
EQR Equity Residential 8.33% 7.50% +0.83% +4.54% +8.93% -4.39%
-0.04%
AMH American Homes 4 Rent 8.33% 7.50% +0.83% +4.54% +8.93% -4.39%
-0.04%
MAA Mid-America Apartment Communities 8.33% 7.50% +0.83% +4.54% +8.93% -4.39%
-0.04%
SUI Sun Communities 8.33% 7.50% +0.83% +4.54% +8.93% -4.39%
-0.04%
Equity REITs subtotal -0.146%
Homebuilder & Land Securities
DHI DR Horton 8.33% 7.50% +0.83% +12.08% +8.93% +3.15%
+0.03%
PHM PulteGroup 8.33% 7.50% +0.83% +12.08% +8.93% +3.15%
+0.03%
TOL Toll Brothers 8.33% 7.50% +0.83% +12.08% +8.93% +3.15%
+0.03%
FOR Forestar Group 8.33% 7.50% +0.83% +12.08% +8.93% +3.15%
+0.03%
Homebuilder & Land Securities subtotal +0.105%
Total Asset Allocation Alpha +0.13%

BHB Attribution: Security Selection = (Security Return − Benchmark Class Return) × Portfolio Weight. Asset Allocation = (Portfolio Weight − Benchmark Weight) × (Benchmark Class Return − Fund Return). Information Ratio = Annual Alpha ÷ Annual Tracking Error (standard deviation of annual alpha). Benchmark: VMBS 40% / REZ 30% / XHB 30%. Historical annual returns 2010–2025 with live Yahoo Finance monthly fallback.

⚠  Not FDIC Insured
△  May Lose Value
⚠  No Bank Guarantee
Important Disclosures & Disclaimers

The ACM Residential Real Estate Fund (REF) is a simulated model portfolio and does not represent an actual investment fund. All attribution data is hypothetical based on historical market prices and does not represent actual fund performance. Simulated results have inherent limitations including absence of actual trading costs, bid-ask spreads, and full fee impact.

BHB attribution computed using historical annual total returns 2010–2025 and three benchmark ETFs (VMBS, REZ, XHB). Fund inception: July 2020. Benchmark: 40% VMBS + 30% REZ + 30% XHB. Past performance is not indicative of future results. ACM Expense Ratio: 0.25% per annum.

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