-15.6%
AA vs ACWI
+61.3%
-77.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +0.5% |
| 7D | +1.1% | -0.7% | +1.8% | +2.5% |
| 30D | -1.3% | -2.0% | +0.7% | +2.6% |
| 3M | -23.9% | -2.2% | -21.8% | -20.7% |
| 6M | -36.8% | +1.9% | -38.7% | -38.4% |
| YTD | -22.2% | +12.0% | -34.2% | -36.5% |
| 1Y | +10.4% | +12.5% | -2.2% | -10.4% |
| 3Y | +72.0% | +75.4% | -3.4% | -34.7% |
| 5Y | -15.6% | +61.5% | -77.1% | -64.4% |
| All | -15.6% | +61.3% | -77.0% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling