+15.1%
AGG vs ACWI
+226.5%
-211.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -0.2% | -0.6% | +0.4% | -0.2% |
| 3M | -0.7% | +4.3% | -5.0% | -0.9% |
| 6M | -1.8% | +12.7% | -14.4% | -2.4% |
| YTD | -0.6% | +13.9% | -14.5% | -1.3% |
| 1Y | +0.4% | +20.5% | -20.2% | -0.6% |
| 3Y | +13.2% | +76.5% | -63.4% | +9.9% |
| 5Y | -2.0% | +67.5% | -69.5% | -5.0% |
| 10Y | +15.1% | +231.8% | -216.8% | +9.5% |
| All | +15.1% | +226.5% | -211.4% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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