+12.1%
ACWI vs BG
+8.4%
+3.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.6% |
| 7D | +0.3% | +7.4% | -7.1% | +0.4% |
| 30D | -2.8% | -1.5% | -1.3% | -2.9% |
| 3M | -3.2% | -6.1% | +2.9% | -3.4% |
| 6M | +1.3% | -18.0% | +19.3% | +1.3% |
| YTD | +11.2% | +15.6% | -4.4% | +9.2% |
| All | +12.1% | +8.4% | +3.7% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling