+11.7%
ACWI vs ALM
+7.9%
+3.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | 0.0% |
| 7D | +2.7% | -4.0% | +6.7% | +3.0% |
| 30D | -2.6% | -30.5% | +27.9% | +0.1% |
| 3M | -3.2% | -46.9% | +43.7% | +1.1% |
| 6M | +1.9% | -65.5% | +67.4% | +8.8% |
| YTD | +11.3% | -13.4% | +24.7% | +13.4% |
| 1Y | +11.7% | +9.8% | +1.9% | +12.0% |
| All | +11.7% | +7.9% | +3.7% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling