+36.3%
ALB vs ACWI
+227.3%
-191.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | -0.7% |
| 7D | +1.1% | -0.7% | +1.7% | +1.5% |
| 30D | -2.6% | -2.0% | -0.6% | 0.0% |
| 3M | -25.6% | -2.2% | -23.4% | -23.4% |
| 6M | -54.0% | +1.9% | -55.9% | -55.5% |
| YTD | -31.6% | +12.0% | -43.6% | -42.6% |
| 1Y | -6.6% | +12.5% | -19.1% | -22.2% |
| 3Y | -14.0% | +75.4% | -89.4% | -60.9% |
| 5Y | -62.5% | +61.5% | -124.0% | -80.2% |
| 10Y | +36.3% | +227.1% | -190.8% | -72.3% |
| All | +36.3% | +227.3% | -191.0% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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