+88.7%
ACN vs ALB
+78.9%
+9.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.6% |
| 7D | -4.8% | -4.4% | -0.4% | -4.1% |
| 30D | +1.9% | -1.2% | +3.1% | +1.9% |
| 3M | +3.9% | -13.3% | +17.2% | +6.2% |
| 6M | -15.0% | -19.8% | +4.7% | -12.9% |
| YTD | -31.9% | -7.9% | -24.0% | -32.9% |
| 1Y | -28.5% | +60.2% | -88.7% | -38.1% |
| 3Y | -41.9% | -26.4% | -15.5% | -43.9% |
| 5Y | -42.9% | -42.5% | -0.3% | -43.7% |
| 10Y | +88.7% | +83.0% | +5.7% | +19.6% |
| All | +88.7% | +78.9% | +9.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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