+222.2%
ACWI vs ALM
+2,221.4%
-1,999.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +2.4% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | -2.8% | -26.1% | +23.2% | -2.0% |
| 3M | -3.2% | -38.1% | +35.0% | -2.0% |
| 6M | +1.3% | -55.4% | +56.7% | +3.1% |
| YTD | +11.2% | -0.4% | +11.6% | +10.8% |
| 1Y | +13.8% | +25.4% | -11.6% | +12.6% |
| 3Y | +76.2% | +907.8% | -831.6% | +65.2% |
| 5Y | +59.5% | +440.2% | -380.7% | +50.2% |
| 10Y | +222.2% | +2,031.1% | -1,808.9% | +197.9% |
| All | +222.2% | +2,221.4% | -1,999.2% | +197.9% |
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