+216.7%
ACWI vs A
+319.7%
-103.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.7% |
| 7D | -2.4% | -0.1% | -2.3% | -2.3% |
| 30D | -5.2% | +3.4% | -8.5% | -6.4% |
| 3M | -4.8% | +23.8% | -28.7% | -12.7% |
| 6M | -1.3% | +49.0% | -50.3% | -16.7% |
| YTD | +8.4% | +29.4% | -21.0% | -3.6% |
| 1Y | +11.0% | +19.4% | -8.3% | +2.0% |
| 3Y | +70.6% | +66.2% | +4.4% | +30.6% |
| 5Y | +55.3% | +15.8% | +39.5% | +36.9% |
| All | +216.7% | +319.7% | -103.0% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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