-42.5%
ACI vs ACWI
+61.3%
-103.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.6% |
| 7D | -5.3% | -0.7% | -4.7% | -5.2% |
| 30D | +5.0% | -2.0% | +7.0% | +5.5% |
| 3M | +7.5% | -2.2% | +9.7% | +8.0% |
| 6M | -16.0% | +1.9% | -17.9% | -16.6% |
| YTD | -20.6% | +12.0% | -32.6% | -23.4% |
| 1Y | -23.5% | +12.5% | -36.1% | -26.3% |
| 3Y | -32.1% | +75.4% | -107.5% | -45.1% |
| 5Y | -42.5% | +61.5% | -104.0% | -56.6% |
| All | -42.5% | +61.3% | -103.8% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling