-51.8%
ACHR vs ACWI
+90.4%
-142.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +2.5% |
| 7D | +15.3% | +0.3% | +15.0% | +14.6% |
| 30D | -3.0% | -2.8% | -0.2% | +3.8% |
| 3M | -14.0% | -3.2% | -10.8% | -7.0% |
| 6M | -25.8% | +1.3% | -27.0% | -26.0% |
| YTD | -36.0% | +11.2% | -47.3% | -47.3% |
| 1Y | -41.2% | +13.8% | -55.0% | -53.6% |
| 3Y | -8.6% | +76.2% | -84.7% | -67.4% |
| 5Y | -20.6% | +59.5% | -80.1% | -65.4% |
| All | -51.8% | +90.4% | -142.2% | -83.1% |
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