+226.1%
ACWI vs RUN
+66.4%
+159.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | 0.0% |
| 7D | +2.7% | -13.7% | +16.4% | +4.0% |
| 30D | -2.6% | +9.4% | -12.0% | -3.8% |
| 3M | -3.2% | -13.4% | +10.2% | -2.4% |
| 6M | +1.9% | -39.6% | +41.4% | +5.6% |
| YTD | +11.3% | -53.7% | +65.0% | +16.5% |
| 1Y | +11.7% | -56.2% | +67.8% | +17.1% |
| 3Y | +74.4% | -9.7% | +84.1% | +50.6% |
| 5Y | +59.5% | -85.5% | +145.0% | +61.0% |
| All | +226.1% | +66.4% | +159.7% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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