+66.3%
AA vs ACWI
+219.0%
-152.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +3.0% |
| 7D | +0.9% | -2.4% | +3.2% | +5.2% |
| 30D | -6.7% | -5.2% | -1.5% | +2.6% |
| 3M | -16.3% | -4.8% | -11.5% | -8.6% |
| 6M | -37.1% | -1.3% | -35.8% | -35.2% |
| YTD | -25.0% | +8.4% | -33.4% | -34.9% |
| 1Y | +8.6% | +11.0% | -2.5% | -9.2% |
| 3Y | +57.2% | +70.6% | -13.3% | -35.4% |
| 5Y | -13.0% | +55.3% | -68.3% | -56.1% |
| All | +66.3% | +219.0% | -152.7% | -74.8% |
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