+231.8%
ACWI vs RJF
+428.4%
-196.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -0.6% | -2.0% | +1.4% | +0.1% |
| 3M | +4.3% | +16.3% | -12.1% | -1.8% |
| 6M | +12.7% | +16.9% | -4.2% | +5.7% |
| YTD | +13.9% | +10.4% | +3.5% | +8.7% |
| 1Y | +20.5% | +7.4% | +13.1% | +15.9% |
| 3Y | +76.5% | +72.2% | +4.3% | +38.6% |
| 5Y | +67.5% | +105.1% | -37.6% | +20.0% |
| 10Y | +231.8% | +430.9% | -199.1% | +62.6% |
| All | +231.8% | +428.4% | -196.6% | +62.6% |
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