+40.8%
ALB vs ACWI
+226.8%
-186.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -4.1% |
| 7D | +9.5% | +0.3% | +9.1% | +8.3% |
| 30D | -2.1% | -2.8% | +0.7% | +1.7% |
| 3M | -24.1% | -3.2% | -21.0% | -20.8% |
| 6M | -51.0% | +1.3% | -52.3% | -52.2% |
| YTD | -29.3% | +11.2% | -40.6% | -40.1% |
| 1Y | +3.2% | +13.8% | -10.6% | -15.5% |
| 3Y | -9.3% | +76.2% | -85.5% | -59.0% |
| 5Y | -61.6% | +59.5% | -121.1% | -79.3% |
| 10Y | +40.8% | +222.2% | -181.4% | -70.7% |
| All | +40.8% | +226.8% | -186.1% | -70.7% |
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