+59.7%
ACWI vs AS
+139.2%
-79.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.9% |
| 7D | -0.5% | +13.8% | -14.2% | -2.5% |
| 30D | -1.6% | +16.7% | -18.3% | -4.0% |
| 3M | -1.3% | -11.5% | +10.2% | +0.3% |
| 6M | +5.8% | -5.5% | +11.4% | +6.3% |
| YTD | +12.7% | -14.2% | +26.9% | +14.3% |
| 1Y | +15.0% | +2.1% | +12.9% | +13.6% |
| All | +59.7% | +139.2% | -79.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling