+60.2%
ACWI vs BAH
+10.2%
+50.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -0.2% | +0.5% | -0.6% | -0.2% |
| 30D | -3.3% | +18.2% | -21.5% | -5.0% |
| 3M | -3.4% | +13.1% | -16.5% | -4.7% |
| 6M | +0.8% | +15.2% | -14.4% | -0.9% |
| YTD | +10.7% | +6.0% | +4.7% | +9.2% |
| 1Y | +11.6% | +3.1% | +8.5% | +10.4% |
| 3Y | +73.4% | -26.2% | +99.6% | +74.4% |
| 5Y | +60.2% | +9.3% | +50.9% | +44.2% |
| All | +60.2% | +10.2% | +50.0% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling