+156.3%
ACN vs ALB
+38.2%
+118.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -2.5% | +9.5% | -12.0% | -4.1% |
| 30D | +22.6% | -2.1% | +24.8% | +22.8% |
| 3M | +45.9% | -24.1% | +70.1% | +52.5% |
| 6M | +43.8% | -51.0% | +94.8% | +62.2% |
| YTD | -2.5% | -29.3% | +26.9% | +0.4% |
| 1Y | +6.5% | +3.2% | +3.3% | +0.9% |
| 3Y | -14.2% | -9.3% | -4.8% | -22.8% |
| 5Y | -24.4% | -61.6% | +37.2% | -19.2% |
| 10Y | +156.3% | +40.8% | +115.5% | +71.3% |
| All | +156.3% | +38.2% | +118.1% | +71.3% |
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