+416.0%
AAOI vs ACWI
+233.9%
+182.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.3% |
| 7D | -0.2% | -1.0% | +0.9% | +1.8% |
| 30D | -23.7% | -0.9% | -22.8% | -22.3% |
| 3M | -39.0% | +3.5% | -42.5% | -40.9% |
| 6M | -17.0% | +12.8% | -29.9% | -29.8% |
| YTD | +202.2% | +14.0% | +188.2% | +152.4% |
| 1Y | +292.4% | +19.2% | +273.2% | +213.7% |
| 3Y | +804.4% | +75.1% | +729.3% | +366.2% |
| 5Y | +1,318.0% | +68.6% | +1,249.4% | +694.6% |
| All | +416.0% | +233.9% | +182.1% | +28.5% |
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