+76.8%
ACWI vs RUN
-42.7%
+119.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.5% | +1.3% | -0.8% | +0.4% |
| 30D | +0.9% | -15.3% | +16.1% | +1.6% |
| 3M | +2.4% | -40.0% | +42.4% | +4.8% |
| 6M | +12.4% | -27.0% | +39.3% | +13.7% |
| YTD | +15.2% | -51.7% | +66.8% | +18.0% |
| 1Y | +22.7% | -45.9% | +68.6% | +24.7% |
| All | +76.8% | -42.7% | +119.5% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling