+43.0%
ALB vs ACI
+31.1%
+11.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | +9.5% | -5.9% | +15.4% | +10.1% |
| 30D | -2.1% | +7.2% | -9.3% | -2.9% |
| 3M | -24.1% | +8.8% | -33.0% | -24.9% |
| 6M | -51.0% | -17.2% | -33.8% | -50.3% |
| YTD | -29.3% | -21.3% | -8.1% | -28.2% |
| 1Y | +3.2% | -23.7% | +26.9% | +5.2% |
| 3Y | -9.3% | -32.8% | +23.5% | -6.3% |
| 5Y | -61.6% | -41.4% | -20.2% | -60.4% |
| All | +43.0% | +31.1% | +11.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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