+226.1%
ACWI vs SPYG
+410.1%
-183.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +1.1% | +1.2% | -0.1% | +0.2% |
| 30D | -0.2% | -1.6% | +1.4% | +1.0% |
| 3M | +4.7% | +3.4% | +1.3% | +1.9% |
| 6M | +14.5% | +18.9% | -4.4% | -0.1% |
| YTD | +14.6% | +13.8% | +0.8% | +3.4% |
| 1Y | +21.4% | +20.6% | +0.8% | +4.6% |
| 3Y | +77.6% | +100.5% | -22.9% | +1.1% |
| 5Y | +68.1% | +84.6% | -16.5% | +0.9% |
| 10Y | +226.1% | +410.8% | -184.7% | -18.9% |
| All | +226.1% | +410.1% | -183.9% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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