+221.6%
ACWI vs BEN
+55.0%
+166.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.9% |
| 7D | -0.2% | +12.1% | -12.3% | -4.1% |
| 30D | -3.3% | +13.4% | -16.7% | -7.5% |
| 3M | -3.4% | +9.4% | -12.8% | -6.5% |
| 6M | +0.8% | +19.3% | -18.4% | -5.5% |
| YTD | +10.7% | +57.3% | -46.6% | -6.1% |
| 1Y | +11.6% | +69.1% | -57.5% | -7.7% |
| 3Y | +73.4% | +85.6% | -12.2% | +34.6% |
| 5Y | +60.2% | +32.9% | +27.2% | +36.7% |
| 10Y | +221.6% | +58.3% | +163.3% | +135.8% |
| All | +221.6% | +55.0% | +166.6% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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