+356.8%
ACWI vs RJF
+1,456.7%
-1,099.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.5% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | +0.9% | -1.3% | +2.1% | +1.2% |
| 3M | +2.4% | +18.9% | -16.5% | -4.2% |
| 6M | +12.4% | +15.0% | -2.7% | +6.2% |
| YTD | +15.2% | +12.2% | +2.9% | +9.4% |
| 1Y | +22.7% | +5.6% | +17.1% | +18.9% |
| 3Y | +75.8% | +74.9% | +0.9% | +39.0% |
| 5Y | +67.7% | +106.6% | -38.9% | +22.3% |
| 10Y | +229.0% | +433.1% | -204.1% | +60.0% |
| All | +356.8% | +1,456.7% | -1,099.9% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling