+356.8%
ACWI vs BEN
+104.5%
+252.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -1.5% |
| 7D | +0.5% | +0.2% | +0.3% | +0.3% |
| 30D | +0.9% | -0.5% | +1.4% | +1.0% |
| 3M | +2.4% | +9.7% | -7.3% | -1.8% |
| 6M | +12.4% | +33.9% | -21.5% | -1.4% |
| YTD | +15.2% | +49.0% | -33.8% | -3.7% |
| 1Y | +22.7% | +42.1% | -19.4% | +4.3% |
| 3Y | +75.8% | +51.9% | +23.9% | +40.1% |
| 5Y | +67.7% | +39.0% | +28.7% | +34.5% |
| 10Y | +229.0% | +57.9% | +171.1% | +124.2% |
| All | +356.8% | +104.5% | +252.4% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling