+356.8%
ACWI vs SPYG
+1,051.6%
-694.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | +0.9% | -0.4% | +1.3% | +1.2% |
| 3M | +2.4% | +0.5% | +1.9% | +1.6% |
| 6M | +12.4% | +17.5% | -5.1% | -3.2% |
| YTD | +15.2% | +14.3% | +0.8% | +1.5% |
| 1Y | +22.7% | +21.7% | +1.0% | +2.0% |
| 3Y | +75.8% | +98.6% | -22.8% | -8.8% |
| 5Y | +67.7% | +85.1% | -17.4% | -9.1% |
| 10Y | +229.0% | +412.0% | -183.0% | -38.3% |
| All | +356.8% | +1,051.6% | -694.8% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling