Narrow beams are key to wireless communications in millimeter wave frequency bands. Beam alignment (BA) allows the base station (BS) to adjust the direction and width of the beam used for communication. During BA, the BS transmits a number of scanning beams covering different angular regions. The goal is to minimize the expected width of the uncertainty region (UR) that includes the angle of departure of the user. Conventionally, in interactive BA, it is assumed that the feedback corresponding to each scanning packet is received prior to transmission of the next one. However, in practice, the feedback delay could be larger because of propagation or system constraints. This paper investigates BA strategies that operate under arbitrary fixed feedback delays. This problem is analyzed through a source coding prospective where the feedback sequences are viewed as source codewords. It is shown that these codewords form a codebook with a particular characteristic which is used to define a new class of codes called d-unimodal codes. By analyzing the properties of these codes, a lower bound on the minimum achievable expected beamwidth is provided. The results reveal potential performance improvements in terms of the BA duration it takes to achieve a fixed expected width of the UR over the state-of-the-art BA methods which do not consider the effect of delay.