+341.2%
ACWI vs AGI
+522.4%
-181.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.4% |
| 7D | +0.3% | +17.4% | -17.1% | -1.0% |
| 30D | -2.8% | -0.9% | -1.9% | -2.9% |
| 3M | -3.2% | -1.6% | -1.6% | -3.2% |
| 6M | +1.3% | -24.7% | +26.0% | +3.0% |
| YTD | +11.2% | -15.3% | +26.5% | +11.6% |
| 1Y | +13.8% | +5.5% | +8.3% | +12.2% |
| 3Y | +76.2% | +154.5% | -78.3% | +61.2% |
| 5Y | +59.5% | +310.6% | -251.1% | +39.7% |
| 10Y | +222.2% | +362.7% | -140.5% | +168.7% |
| All | +341.2% | +522.4% | -181.3% | +193.8% |
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