+226.1%
ACWI vs RUN
+46.3%
+179.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.8% |
| 7D | +1.1% | +10.2% | -9.1% | +0.1% |
| 30D | -0.2% | -9.6% | +9.4% | +0.6% |
| 3M | +4.7% | -31.5% | +36.2% | +7.9% |
| 6M | +14.5% | -18.7% | +33.2% | +15.6% |
| YTD | +14.6% | -49.9% | +64.5% | +19.6% |
| 1Y | +21.4% | -45.5% | +66.9% | +24.8% |
| 3Y | +77.6% | -34.1% | +111.7% | +59.5% |
| 5Y | +68.1% | -79.4% | +147.5% | +62.7% |
| 10Y | +226.1% | +48.9% | +177.2% | +120.2% |
| All | +226.1% | +46.3% | +179.8% | +120.2% |
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