+53.6%
AA vs ACWI
+226.8%
-173.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +1.1% |
| 7D | +4.8% | +0.3% | +4.5% | +4.3% |
| 30D | -0.6% | -2.8% | +2.2% | +4.7% |
| 3M | -16.3% | -3.2% | -13.1% | -11.3% |
| 6M | -33.4% | +1.3% | -34.7% | -34.4% |
| YTD | -20.7% | +11.2% | -31.9% | -34.1% |
| 1Y | +12.9% | +13.8% | -0.8% | -9.5% |
| 3Y | +75.7% | +76.2% | -0.5% | -31.7% |
| 5Y | -6.8% | +59.5% | -66.3% | -55.1% |
| 10Y | +53.6% | +222.2% | -168.6% | -75.7% |
| All | +53.6% | +226.8% | -173.2% | -75.7% |
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