+68.0%
ACWI vs ACM
+5.0%
+63.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | +0.5% | -3.7% | +4.2% | +1.7% |
| 30D | +0.9% | -11.1% | +12.0% | +4.4% |
| 3M | +2.4% | -8.0% | +10.4% | +4.4% |
| 6M | +12.4% | -29.7% | +42.0% | +25.9% |
| YTD | +15.2% | -29.4% | +44.5% | +27.8% |
| 1Y | +22.7% | -46.4% | +69.1% | +51.3% |
| 3Y | +75.8% | -22.3% | +98.1% | +80.6% |
| All | +68.0% | +5.0% | +63.0% | +49.4% |
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