+59.1%
ACWI vs RUN
-85.3%
+144.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +2.4% | -13.5% | +16.0% | +3.5% |
| 30D | -1.7% | +18.3% | -20.0% | -3.1% |
| 3M | -3.9% | -12.5% | +8.5% | -3.4% |
| 6M | +0.8% | -40.3% | +41.1% | +3.8% |
| YTD | +11.0% | -53.1% | +64.1% | +14.9% |
| 1Y | +13.1% | -54.3% | +67.4% | +17.1% |
| 3Y | +73.9% | -6.5% | +80.4% | +53.2% |
| All | +59.1% | -85.3% | +144.4% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling