+11.0%
ACWI vs RL
+16.8%
-5.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.2% |
| 7D | -2.4% | -4.2% | +1.8% | -1.5% |
| 30D | -5.2% | +4.3% | -9.5% | -5.9% |
| 3M | -4.8% | -4.6% | -0.2% | -3.9% |
| 6M | -1.3% | +1.7% | -3.0% | -1.5% |
| YTD | +8.4% | +7.3% | +1.0% | +5.5% |
| 1Y | +11.0% | +20.8% | -9.8% | +4.5% |
| All | +11.0% | +16.8% | -5.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling