+60.2%
ALB vs ACI
-33.6%
+93.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +2.4% |
| 7D | -4.4% | -2.6% | -1.8% | -4.5% |
| 30D | -1.2% | +1.1% | -2.3% | -1.1% |
| 3M | -13.3% | -23.6% | +10.3% | -16.2% |
| 6M | -19.8% | -29.9% | +10.2% | -22.7% |
| YTD | -7.9% | -26.9% | +18.9% | -11.2% |
| 1Y | +60.2% | -34.2% | +94.4% | +60.3% |
| All | +60.2% | -33.6% | +93.7% | +60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling