+356.8%
ACWI vs AGI
+605.3%
-248.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | +0.9% | +18.2% | -17.4% | -0.5% |
| 3M | +2.4% | -4.1% | +6.5% | +2.5% |
| 6M | +12.4% | -28.7% | +41.1% | +14.8% |
| YTD | +15.2% | -4.0% | +19.1% | +14.6% |
| 1Y | +22.7% | +17.4% | +5.3% | +20.0% |
| 3Y | +75.8% | +203.0% | -127.2% | +58.8% |
| 5Y | +67.7% | +376.7% | -308.9% | +45.4% |
| 10Y | +229.0% | +407.5% | -178.5% | +172.0% |
| All | +356.8% | +605.3% | -248.5% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling