+225.2%
ACWI vs BG
+111.0%
+114.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.6% |
| 7D | +2.4% | +2.6% | -0.1% | +1.9% |
| 30D | -1.7% | -6.7% | +5.0% | -0.2% |
| 3M | -3.9% | -9.3% | +5.3% | -2.2% |
| 6M | +0.8% | -18.3% | +19.1% | +4.7% |
| YTD | +11.0% | +16.2% | -5.1% | +5.5% |
| 1Y | +13.1% | +7.6% | +5.5% | +9.4% |
| 3Y | +73.9% | +6.6% | +67.3% | +65.5% |
| 5Y | +59.0% | +22.2% | +36.8% | +42.4% |
| All | +225.2% | +111.0% | +114.3% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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