+222.2%
ACWI vs RJF
+371.5%
-149.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.5% |
| 7D | +0.3% | +3.4% | -3.1% | -0.9% |
| 30D | -2.8% | +5.9% | -8.8% | -5.0% |
| 3M | -3.2% | -4.6% | +1.5% | -1.7% |
| 6M | +1.3% | +9.5% | -8.2% | -2.7% |
| YTD | +11.2% | +6.0% | +5.2% | +7.6% |
| 1Y | +13.8% | +4.3% | +9.4% | +10.6% |
| 3Y | +76.2% | +76.6% | -0.4% | +36.7% |
| 5Y | +59.5% | +80.6% | -21.1% | +19.8% |
| 10Y | +222.2% | +346.5% | -124.3% | +73.6% |
| All | +222.2% | +371.5% | -149.3% | +73.6% |
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