+225.2%
ACWI vs BAH
+198.8%
+26.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +2.4% | +1.7% | +0.7% | +2.1% |
| 30D | -1.7% | +20.8% | -22.5% | -5.3% |
| 3M | -3.9% | +11.6% | -15.5% | -6.3% |
| 6M | +0.8% | +23.1% | -22.3% | -4.1% |
| YTD | +11.0% | +5.3% | +5.8% | +8.0% |
| 1Y | +13.1% | +6.1% | +6.9% | +9.6% |
| 3Y | +73.9% | -27.5% | +101.4% | +77.6% |
| 5Y | +59.0% | +6.2% | +52.8% | +41.6% |
| All | +225.2% | +198.8% | +26.5% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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