+30.3%
ACI vs ACWI
+129.1%
-98.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -2.2% | -2.4% | +0.1% | -1.6% |
| 30D | +10.3% | -5.2% | +15.5% | +11.8% |
| 3M | +7.2% | -4.8% | +12.0% | +8.5% |
| 6M | -18.0% | -1.3% | -16.7% | -17.9% |
| YTD | -22.0% | +8.4% | -30.4% | -24.2% |
| 1Y | -23.4% | +11.0% | -34.4% | -26.2% |
| 3Y | -35.8% | +70.6% | -106.4% | -47.8% |
| 5Y | -43.7% | +55.3% | -99.0% | -54.3% |
| All | +30.3% | +129.1% | -98.8% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling