+330.0%
ACWI vs RGEN
+3,514.4%
-3,184.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.5% |
| 7D | -2.4% | -1.9% | -0.4% | -2.1% |
| 30D | -5.2% | +3.7% | -8.9% | -5.9% |
| 3M | -4.8% | +8.8% | -13.6% | -6.5% |
| 6M | -1.3% | +38.0% | -39.3% | -7.3% |
| YTD | +8.4% | +5.9% | +2.5% | +5.8% |
| 1Y | +11.0% | +19.7% | -8.6% | +6.1% |
| 3Y | +70.6% | +20.5% | +50.0% | +57.3% |
| 5Y | +55.3% | -35.0% | +90.3% | +52.0% |
| 10Y | +223.2% | +540.9% | -317.7% | +108.3% |
| All | +330.0% | +3,514.4% | -3,184.4% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling