+226.1%
ACWI vs AGI
+391.9%
-165.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.3% |
| 7D | +2.7% | -7.5% | +10.2% | +3.3% |
| 30D | -2.6% | -9.9% | +7.3% | -1.9% |
| 3M | -3.2% | -14.2% | +11.0% | -2.3% |
| 6M | +1.9% | -35.2% | +37.1% | +4.7% |
| YTD | +11.3% | -25.2% | +36.6% | +12.8% |
| 1Y | +11.7% | -14.3% | +26.0% | +12.0% |
| 3Y | +74.4% | +127.7% | -53.3% | +62.7% |
| 5Y | +59.5% | +243.4% | -184.0% | +44.2% |
| All | +226.1% | +391.9% | -165.8% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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