+221.6%
ACWI vs AGI
+335.7%
-114.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.9% | -0.1% |
| 7D | -0.2% | +13.9% | -14.1% | -1.2% |
| 30D | -3.3% | -6.2% | +2.9% | -2.9% |
| 3M | -3.4% | -6.9% | +3.5% | -3.1% |
| 6M | +0.8% | -28.7% | +29.5% | +2.9% |
| YTD | +10.7% | -19.8% | +30.5% | +11.6% |
| 1Y | +11.6% | -4.8% | +16.4% | +11.1% |
| 3Y | +73.4% | +144.3% | -70.9% | +60.9% |
| 5Y | +60.2% | +277.2% | -217.0% | +44.0% |
| 10Y | +221.6% | +365.9% | -144.3% | +187.9% |
| All | +221.6% | +335.7% | -114.1% | +187.9% |
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