+59.5%
ACWI vs BEN
+29.7%
+29.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | +2.7% | +11.3% | -8.6% | -1.2% |
| 30D | -2.6% | +15.0% | -17.6% | -7.4% |
| 3M | -3.2% | +7.8% | -11.0% | -5.9% |
| 6M | +1.9% | +15.5% | -13.6% | -3.7% |
| YTD | +11.3% | +55.4% | -44.0% | -5.8% |
| 1Y | +11.7% | +63.3% | -51.6% | -7.3% |
| 3Y | +74.4% | +83.4% | -9.0% | +32.9% |
| 5Y | +59.5% | +28.1% | +31.4% | +37.2% |
| All | +59.5% | +29.7% | +29.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling