+330.1%
ACWI vs ACM
+174.8%
+155.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.0% |
| 7D | -4.0% | +5.1% | -9.1% | -5.7% |
| 30D | -5.8% | +11.5% | -17.3% | -9.6% |
| 3M | -5.0% | -10.5% | +5.4% | -2.0% |
| 6M | +0.7% | -20.4% | +21.1% | +7.7% |
| YTD | +8.4% | -28.9% | +37.3% | +20.0% |
| 1Y | +10.1% | -48.7% | +58.8% | +37.1% |
| 3Y | +70.8% | -12.5% | +83.3% | +71.5% |
| 5Y | +55.4% | +0.5% | +54.8% | +46.6% |
| 10Y | +223.3% | +161.2% | +62.1% | +96.1% |
| All | +330.1% | +174.8% | +155.4% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling