+34.8%
ALB vs ACM
+132.1%
-97.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.6% |
| 7D | +5.3% | +6.6% | -1.4% | +1.2% |
| 30D | -6.3% | +19.8% | -26.0% | -16.0% |
| 3M | -27.4% | -3.1% | -24.3% | -26.9% |
| 6M | -53.1% | -11.5% | -41.6% | -50.8% |
| YTD | -32.3% | -24.7% | -7.6% | -22.8% |
| 1Y | -7.3% | -45.1% | +37.8% | +27.9% |
| 3Y | -14.9% | -8.9% | -6.0% | -14.6% |
| 5Y | -62.0% | +5.4% | -67.4% | -64.6% |
| All | +34.8% | +132.1% | -97.3% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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