+76.2%
ACWI vs BAH
-26.0%
+102.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | +0.3% | -1.5% | +1.8% | +0.4% |
| 30D | -2.8% | +17.3% | -20.1% | -3.6% |
| 3M | -3.2% | +14.9% | -18.0% | -3.9% |
| 6M | +1.3% | +14.2% | -13.0% | +0.6% |
| YTD | +11.2% | +5.1% | +6.1% | +10.7% |
| 1Y | +13.8% | +2.1% | +11.7% | +13.4% |
| 3Y | +76.2% | -26.0% | +102.2% | +77.3% |
| All | +76.2% | -26.0% | +102.2% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling