+227.1%
ACWI vs RJF
+334.0%
-106.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.4% |
| 7D | -0.7% | -0.9% | +0.3% | -0.3% |
| 30D | -2.0% | +5.3% | -7.3% | -4.0% |
| 3M | -2.2% | -6.8% | +4.7% | +0.3% |
| 6M | +1.9% | +11.4% | -9.5% | -2.8% |
| YTD | +12.0% | +5.5% | +6.4% | +8.5% |
| 1Y | +12.5% | +3.7% | +8.9% | +9.7% |
| 3Y | +75.4% | +73.4% | +2.0% | +37.0% |
| 5Y | +61.5% | +78.3% | -16.8% | +21.8% |
| 10Y | +227.1% | +328.4% | -101.3% | +74.9% |
| All | +227.1% | +334.0% | -106.9% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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