+142.7%
ACWX vs SPY
+705.3%
-562.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +2.1% | +0.1% | +2.0% | +2.0% |
| 3M | +3.2% | +2.0% | +1.2% | +1.3% |
| 6M | +11.2% | +13.0% | -1.9% | -1.0% |
| YTD | +18.3% | +13.5% | +4.7% | +4.8% |
| 1Y | +28.6% | +20.0% | +8.6% | +8.0% |
| 3Y | +74.5% | +77.2% | -2.7% | -1.6% |
| 5Y | +55.0% | +81.9% | -26.9% | -16.2% |
| 10Y | +145.7% | +314.1% | -168.3% | -45.7% |
| All | +142.7% | +705.3% | -562.6% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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