+55.0%
ACWI vs BAH
+8.3%
+46.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.4% |
| 7D | -2.4% | -3.5% | +1.2% | -2.0% |
| 30D | -5.2% | +24.3% | -29.4% | -7.3% |
| 3M | -4.8% | +16.3% | -21.2% | -6.4% |
| 6M | -1.3% | +13.6% | -14.9% | -2.9% |
| YTD | +8.4% | +3.5% | +4.9% | +7.2% |
| 1Y | +11.0% | +2.7% | +8.3% | +9.8% |
| 3Y | +70.6% | -26.6% | +97.1% | +71.2% |
| All | +55.0% | +8.3% | +46.8% | +39.4% |
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