+59.1%
ACWI vs ACM
+1.1%
+58.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | +2.4% | +5.6% | -3.2% | +0.6% |
| 30D | -1.7% | +20.8% | -22.5% | -7.6% |
| 3M | -3.9% | +11.4% | -15.3% | -7.6% |
| 6M | +0.8% | +0.9% | -0.2% | -0.6% |
| YTD | +11.0% | -24.8% | +35.9% | +20.8% |
| 1Y | +13.1% | -46.4% | +59.5% | +41.3% |
| 3Y | +73.9% | -9.2% | +83.1% | +66.5% |
| All | +59.1% | +1.1% | +58.0% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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