+40.6%
ALB vs ACWI
+225.4%
-184.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.3% |
| 7D | -3.6% | +2.7% | -6.3% | -7.4% |
| 30D | -2.9% | -2.6% | -0.3% | +0.6% |
| 3M | -25.8% | -3.2% | -22.7% | -22.5% |
| 6M | -53.6% | +1.9% | -55.4% | -55.1% |
| YTD | -32.4% | +11.3% | -43.7% | -42.8% |
| 1Y | -13.0% | +11.7% | -24.7% | -26.7% |
| 3Y | -15.0% | +74.4% | -89.4% | -61.0% |
| 5Y | -63.5% | +59.5% | -123.0% | -80.4% |
| All | +40.6% | +225.4% | -184.8% | -70.2% |
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