+152.3%
ACN vs ALB
+32.4%
+120.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -3.8% | -5.8% | +1.9% | -2.9% |
| 30D | +16.5% | -4.5% | +21.1% | +17.2% |
| 3M | +41.5% | -28.1% | +69.5% | +49.2% |
| 6M | +60.1% | -53.2% | +113.2% | +81.8% |
| YTD | -3.9% | -33.3% | +29.4% | -0.2% |
| 1Y | +4.1% | -17.4% | +21.5% | +3.2% |
| 3Y | -15.9% | -14.1% | -1.7% | -23.6% |
| 5Y | -26.3% | -64.0% | +37.7% | -20.3% |
| All | +152.3% | +32.4% | +120.0% | +75.3% |
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