+227.1%
ACWI vs RUN
+74.1%
+153.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -3.0% | +0.8% |
| 7D | -0.7% | +3.2% | -3.8% | -1.1% |
| 30D | -2.0% | +19.5% | -21.5% | -3.9% |
| 3M | -2.2% | -9.6% | +7.4% | -1.8% |
| 6M | +1.9% | -37.3% | +39.2% | +5.3% |
| YTD | +12.0% | -50.7% | +62.7% | +16.5% |
| 1Y | +12.5% | -54.1% | +66.6% | +17.6% |
| 3Y | +75.4% | -3.9% | +79.3% | +50.6% |
| 5Y | +61.5% | -84.4% | +145.9% | +62.0% |
| 10Y | +227.1% | +77.5% | +149.6% | +118.6% |
| All | +227.1% | +74.1% | +153.0% | +118.6% |
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