+231.8%
ACWI vs AGI
+398.0%
-166.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | 0.0% | +2.2% | -2.2% | -0.2% |
| 30D | -0.6% | +11.3% | -11.9% | -1.4% |
| 3M | +4.3% | +5.6% | -1.4% | +3.6% |
| 6M | +12.7% | -27.7% | +40.3% | +14.8% |
| YTD | +13.9% | -4.1% | +18.0% | +13.5% |
| 1Y | +20.5% | +13.8% | +6.7% | +18.4% |
| 3Y | +76.5% | +217.0% | -140.5% | +61.1% |
| 5Y | +67.5% | +404.3% | -336.8% | +48.1% |
| 10Y | +231.8% | +400.5% | -168.7% | +193.2% |
| All | +231.8% | +398.0% | -166.1% | +193.2% |
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