-43.9%
ALB vs ACI
-42.9%
-0.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -8.1% | +0.2% | -8.2% | -8.1% |
| 30D | +6.3% | +5.9% | +0.4% | +5.7% |
| 3M | -23.6% | -19.8% | -3.8% | -22.2% |
| 6M | -24.6% | -24.7% | +0.1% | -23.0% |
| YTD | -10.3% | -24.4% | +14.1% | -8.6% |
| 1Y | +61.5% | -31.5% | +93.0% | +66.9% |
| 3Y | -34.0% | -38.7% | +4.7% | -31.0% |
| All | -43.9% | -42.9% | -0.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling