+34.4%
ACI vs ACWI
+134.0%
-99.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +9.5% | -3.3% | +12.8% | +10.5% |
| 3M | +10.1% | -3.4% | +13.5% | +11.0% |
| 6M | -15.4% | +0.8% | -16.2% | -15.7% |
| YTD | -19.5% | +10.7% | -30.2% | -22.3% |
| 1Y | -21.0% | +11.6% | -32.6% | -23.9% |
| 3Y | -31.2% | +73.4% | -104.6% | -44.3% |
| 5Y | -40.6% | +60.2% | -100.8% | -52.2% |
| All | +34.4% | +134.0% | -99.6% | -6.4% |
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 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