+1,697.2%
ACN vs ALB
+1,688.6%
+8.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.1% |
| 7D | -1.5% | -8.1% | +6.5% | +0.7% |
| 30D | +9.4% | +6.3% | +3.1% | +7.3% |
| 3M | +5.6% | -23.6% | +29.2% | +12.7% |
| 6M | -9.3% | -24.6% | +15.4% | -4.5% |
| YTD | -29.0% | -10.3% | -18.7% | -30.0% |
| 1Y | -24.7% | +61.5% | -86.1% | -38.5% |
| 3Y | -39.8% | -34.0% | -5.9% | -41.7% |
| 5Y | -40.9% | -44.6% | +3.7% | -43.0% |
| 10Y | +91.1% | +76.1% | +15.0% | +7.1% |
| All | +1,697.2% | +1,688.6% | +8.6% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling