+41.6%
AA vs ACWI
+224.5%
-182.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.3% |
| 7D | +0.5% | +2.4% | -1.9% | -3.5% |
| 30D | -0.6% | -1.7% | +1.1% | +2.6% |
| 3M | -19.7% | -3.9% | -15.7% | -13.5% |
| 6M | -41.6% | +0.8% | -42.4% | -41.9% |
| YTD | -24.6% | +11.0% | -35.7% | -37.2% |
| 1Y | +4.9% | +13.1% | -8.2% | -15.1% |
| 3Y | +66.8% | +73.9% | -7.0% | -33.6% |
| 5Y | -19.4% | +59.0% | -78.5% | -61.0% |
| All | +41.6% | +224.5% | -182.9% | -78.6% |
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