+282.4%
ACWI vs ALM
+3,431.9%
-3,149.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.6% | +5.7% | -3.8% |
| 7D | -4.0% | -14.5% | +10.5% | -4.0% |
| 30D | -5.8% | -39.0% | +33.2% | -5.7% |
| 3M | -5.0% | -40.3% | +35.2% | -4.9% |
| 6M | +0.7% | -60.3% | +61.0% | +0.9% |
| YTD | +8.4% | -9.8% | +18.2% | +8.4% |
| 1Y | +10.1% | +30.8% | -20.6% | +10.0% |
| 3Y | +70.8% | +772.4% | -701.7% | +69.8% |
| 5Y | +55.4% | +390.7% | -335.4% | +54.5% |
| 10Y | +223.3% | +2,028.5% | -1,805.2% | +220.6% |
| All | +282.4% | +3,431.9% | -3,149.5% | +276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling