+226.7%
ACWI vs ALK
-34.2%
+260.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.4% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +0.9% | -19.2% | +20.1% | +5.6% |
| 3M | +2.4% | -1.5% | +3.9% | +1.9% |
| 6M | +12.4% | -13.1% | +25.4% | +14.0% |
| YTD | +15.2% | -16.4% | +31.6% | +17.3% |
| 1Y | +22.7% | -33.1% | +55.8% | +30.8% |
| 3Y | +75.8% | +0.6% | +75.2% | +63.3% |
| 5Y | +67.7% | -26.4% | +94.1% | +64.2% |
| All | +226.7% | -34.2% | +260.9% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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