+55.0%
ACWI vs BG
+21.4%
+33.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -2.4% | +2.5% | -4.9% | -2.7% |
| 30D | -5.2% | -6.1% | +0.9% | -4.4% |
| 3M | -4.8% | -8.5% | +3.7% | -3.9% |
| 6M | -1.3% | -20.4% | +19.1% | +1.6% |
| YTD | +8.4% | +13.3% | -4.9% | +4.6% |
| 1Y | +11.0% | +7.3% | +3.8% | +8.1% |
| 3Y | +70.6% | +2.6% | +68.0% | +64.9% |
| All | +55.0% | +21.4% | +33.6% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling