-14.1%
ALB vs ACI
-31.5%
+17.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -5.8% | +2.3% | -8.0% | -5.9% |
| 30D | -4.5% | +1.2% | -5.8% | -4.6% |
| 3M | -28.1% | +6.8% | -34.9% | -28.3% |
| 6M | -53.2% | -18.7% | -34.4% | -52.8% |
| YTD | -33.3% | -20.2% | -13.1% | -33.0% |
| 1Y | -17.4% | -23.7% | +6.3% | -16.3% |
| 3Y | -14.1% | -31.6% | +17.5% | -13.1% |
| All | -14.1% | -31.5% | +17.3% | -13.1% |
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 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