-12.9%
ALB vs ACI
-35.7%
+22.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.1% |
| 7D | +9.1% | -2.2% | +11.3% | +9.2% |
| 30D | -3.4% | +10.3% | -13.7% | -4.0% |
| 3M | -20.6% | +7.2% | -27.8% | -20.9% |
| 6M | -48.2% | -18.0% | -30.2% | -47.8% |
| YTD | -29.2% | -22.0% | -7.3% | -28.8% |
| 1Y | +10.0% | -23.4% | +33.4% | +11.1% |
| 3Y | -12.9% | -35.8% | +22.9% | -6.6% |
| All | -12.9% | -35.7% | +22.8% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling