-51.3%
ACHR vs ACWI
+91.7%
-143.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +0.6% |
| 7D | +18.0% | -0.7% | +18.6% | +20.0% |
| 30D | +3.6% | -2.0% | +5.6% | +8.9% |
| 3M | -28.4% | -2.2% | -26.3% | -24.3% |
| 6M | -25.7% | +1.9% | -27.6% | -26.9% |
| YTD | -35.4% | +12.0% | -47.4% | -47.6% |
| 1Y | -45.6% | +12.5% | -58.2% | -56.1% |
| 3Y | -2.2% | +75.4% | -77.6% | -64.8% |
| 5Y | -20.3% | +61.5% | -81.8% | -66.0% |
| All | -51.3% | +91.7% | -143.0% | -83.2% |
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