+225.2%
ACWI vs A
+302.9%
-77.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | -1.7% | 0.0% | -1.6% | -1.7% |
| 3M | -3.9% | +16.7% | -20.6% | -9.8% |
| 6M | +0.8% | +54.8% | -54.0% | -16.2% |
| YTD | +11.0% | +28.8% | -17.8% | -1.1% |
| 1Y | +13.1% | +19.3% | -6.2% | +3.9% |
| 3Y | +73.9% | +65.5% | +8.3% | +33.4% |
| 5Y | +59.0% | +12.1% | +47.0% | +42.4% |
| All | +225.2% | +302.9% | -77.6% | +69.3% |
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