+151.8%
ACN vs ACWI
+225.4%
-73.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -5.7% | +2.7% | -8.4% | -8.3% |
| 30D | +17.0% | -2.6% | +19.6% | +19.5% |
| 3M | +39.9% | -3.2% | +43.0% | +43.4% |
| 6M | +50.2% | +1.9% | +48.3% | +44.4% |
| YTD | -4.2% | +11.3% | -15.5% | -16.7% |
| 1Y | +4.3% | +11.7% | -7.4% | -9.8% |
| 3Y | -17.1% | +74.4% | -91.5% | -56.6% |
| 5Y | -26.5% | +59.5% | -86.0% | -57.2% |
| All | +151.8% | +225.4% | -73.6% | -31.1% |
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