+533.2%
ACWI vs SPXU
-100.0%
+633.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.0% | +9.6% | +0.3% |
| 7D | +0.3% | -1.5% | +1.8% | +0.3% |
| 30D | -2.8% | +9.7% | -12.5% | +0.9% |
| 3M | -3.2% | +8.4% | -11.6% | +0.4% |
| 6M | +1.3% | -5.7% | +7.0% | +1.3% |
| YTD | +11.2% | -25.4% | +36.7% | +4.4% |
| 1Y | +13.8% | -28.9% | +42.6% | +5.6% |
| 3Y | +76.2% | -81.2% | +157.4% | +16.1% |
| 5Y | +59.5% | -83.3% | +142.8% | +17.2% |
| 10Y | +222.2% | -99.5% | +321.7% | +0.7% |
| All | +533.2% | -100.0% | +633.2% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling