+11.6%
ACWI vs BEN
+72.3%
-60.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.8% |
| 7D | -0.2% | +12.1% | -12.3% | -3.6% |
| 30D | -3.3% | +13.4% | -16.7% | -7.0% |
| 3M | -3.4% | +9.4% | -12.8% | -6.2% |
| 6M | +0.8% | +19.3% | -18.4% | -4.9% |
| YTD | +10.7% | +57.3% | -46.6% | -5.3% |
| 1Y | +11.6% | +69.1% | -57.5% | -7.3% |
| All | +11.6% | +72.3% | -60.7% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling