+127.7%
ACWX vs SPY
+690.7%
-563.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +2.2% | +2.6% | -0.4% | -0.3% |
| 30D | -0.9% | -2.0% | +1.1% | +1.0% |
| 3M | -5.5% | -2.8% | -2.7% | -2.8% |
| 6M | -1.3% | +2.1% | -3.4% | -3.2% |
| YTD | +11.0% | +11.5% | -0.5% | +0.1% |
| 1Y | +13.5% | +13.5% | +0.1% | +0.7% |
| 3Y | +68.9% | +77.7% | -8.8% | -5.0% |
| 5Y | +46.5% | +72.6% | -26.1% | -16.4% |
| 10Y | +141.5% | +308.2% | -166.7% | -45.9% |
| All | +127.7% | +690.7% | -563.0% | -75.8% |
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