+330.0%
ACWI vs AGI
+507.9%
-178.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -0.2% |
| 7D | -2.4% | +16.0% | -18.3% | -3.5% |
| 30D | -5.2% | +1.0% | -6.1% | -5.4% |
| 3M | -4.8% | +2.5% | -7.3% | -5.2% |
| 6M | -1.3% | -24.0% | +22.7% | +0.3% |
| YTD | +8.4% | -17.2% | +25.6% | +9.0% |
| 1Y | +11.0% | +4.9% | +6.1% | +9.6% |
| 3Y | +70.6% | +142.6% | -72.0% | +56.6% |
| 5Y | +55.3% | +315.2% | -259.9% | +36.0% |
| 10Y | +223.2% | +338.5% | -115.3% | +170.6% |
| All | +330.0% | +507.9% | -178.0% | +186.9% |
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 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