+68.0%
ACWI vs RBA
+45.3%
+22.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +0.5% | -2.9% | +3.4% | +1.1% |
| 30D | +0.9% | -12.3% | +13.2% | +3.6% |
| 3M | +2.4% | -20.5% | +22.9% | +6.8% |
| 6M | +12.4% | -18.5% | +30.9% | +16.4% |
| YTD | +15.2% | -18.2% | +33.4% | +18.8% |
| 1Y | +22.7% | -27.5% | +50.2% | +29.9% |
| 3Y | +75.8% | +38.1% | +37.7% | +60.1% |
| All | +68.0% | +45.3% | +22.7% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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