-52.8%
ACHR vs ACWI
+89.5%
-142.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.0% |
| 7D | +14.0% | -0.2% | +14.2% | +14.6% |
| 30D | -5.0% | -3.3% | -1.8% | +2.8% |
| 3M | -24.8% | -3.4% | -21.4% | -18.2% |
| 6M | -27.3% | +0.8% | -28.1% | -26.8% |
| YTD | -37.4% | +10.7% | -48.1% | -47.9% |
| 1Y | -44.3% | +11.6% | -55.9% | -54.1% |
| 3Y | -5.2% | +73.4% | -78.6% | -65.0% |
| 5Y | -20.8% | +60.2% | -81.0% | -65.5% |
| All | -52.8% | +89.5% | -142.3% | -83.3% |
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