+31.4%
ALB vs ACWI
+219.0%
-187.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.0% |
| 7D | +9.1% | -2.4% | +11.4% | +12.6% |
| 30D | -3.4% | -5.2% | +1.8% | +4.3% |
| 3M | -20.6% | -4.8% | -15.8% | -14.7% |
| 6M | -48.2% | -1.3% | -46.9% | -47.3% |
| YTD | -29.2% | +8.4% | -37.6% | -37.6% |
| 1Y | +10.0% | +11.0% | -1.0% | -6.4% |
| 3Y | -12.9% | +70.6% | -83.5% | -58.5% |
| 5Y | -61.3% | +55.3% | -116.6% | -78.3% |
| All | +31.4% | +219.0% | -187.6% | -70.6% |
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