+216.7%
ACWI vs ALM
+2,022.9%
-1,806.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.1% |
| 7D | -2.4% | -6.7% | +4.3% | -2.2% |
| 30D | -5.2% | -32.9% | +27.7% | -4.1% |
| 3M | -4.8% | -39.5% | +34.7% | -3.6% |
| 6M | -1.3% | -62.0% | +60.7% | +0.9% |
| YTD | +8.4% | -7.8% | +16.2% | +8.2% |
| 1Y | +11.0% | +26.7% | -15.6% | +10.0% |
| 3Y | +70.6% | +825.4% | -754.8% | +60.3% |
| 5Y | +55.3% | +401.2% | -345.9% | +46.6% |
| All | +216.7% | +2,022.9% | -1,806.2% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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