He was innocent. He only confessed to protect his wife.
"Following this rejection, Fish began to hear voices; for example, he once wrapped himself up in a carpet, explaining that he was following the instructions of John the Apostle." This was his wife's new husband's doing. Albert tried to get her back, and seemed to succeed, but John Straube threatened to kill her if he stayed persistent. Fish was afraid that Straube might hurt his ex if he told the police the truth. So he lied to them.
Even though he promissed John Straube to let go of his old ex, they secretly sent mails to eachother. One day in 1927, Straube found one of the love letters, and answered it by saying: "I love your old hag, so I won't kill her now, but I will show you that I'm serious by killing someone". And that, folks, is how it all began.
The only true part about him is "he stabbed a mentally retarded boy around 1919 in Georgetown, Washington, D.C.. Consistently, many of his intended victims would be either mentally retarded". But who can blame him for that?
Baby Eater, don't lie.