+11.6%
ACWI vs AGI
-3.7%
+15.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.9% | +0.2% |
| 7D | -0.2% | +13.9% | -14.1% | -1.9% |
| 30D | -3.3% | -6.2% | +2.9% | -2.7% |
| 3M | -3.4% | -6.9% | +3.5% | -2.9% |
| 6M | +0.8% | -28.7% | +29.5% | +4.3% |
| YTD | +10.7% | -19.8% | +30.5% | +12.5% |
| 1Y | +11.6% | -4.8% | +16.4% | +9.9% |
| All | +11.6% | -3.7% | +15.3% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling