+227.1%
ACWI vs RGEN
+450.6%
-223.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.3% |
| 7D | -0.7% | -3.1% | +2.5% | -0.1% |
| 30D | -2.0% | +0.1% | -2.1% | -2.1% |
| 3M | -2.2% | +4.8% | -6.9% | -3.4% |
| 6M | +1.9% | +48.9% | -47.0% | -5.9% |
| YTD | +12.0% | +5.3% | +6.6% | +9.3% |
| 1Y | +12.5% | +12.5% | 0.0% | +8.5% |
| 3Y | +75.4% | +17.0% | +58.4% | +61.7% |
| 5Y | +61.5% | -35.4% | +96.9% | +58.1% |
| 10Y | +227.1% | +434.6% | -207.5% | +114.0% |
| All | +227.1% | +450.6% | -223.5% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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