-12.9%
ALB vs ACWI
+70.3%
-83.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.0% |
| 7D | +9.1% | -2.4% | +11.4% | +13.2% |
| 30D | -3.4% | -5.2% | +1.8% | +6.0% |
| 3M | -20.6% | -4.8% | -15.8% | -13.5% |
| 6M | -48.2% | -1.3% | -46.9% | -47.5% |
| YTD | -29.2% | +8.4% | -37.6% | -40.6% |
| 1Y | +10.0% | +11.0% | -1.0% | -12.3% |
| 3Y | -12.9% | +70.6% | -83.5% | -81.2% |
| All | -12.9% | +70.3% | -83.2% | -81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling