+62.4%
AGG vs ACWI
+344.2%
-281.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -0.6% | -0.7% | +0.1% | -0.6% |
| 30D | +1.6% | -2.0% | +3.6% | +1.6% |
| 3M | -0.5% | -2.2% | +1.7% | -0.5% |
| 6M | -1.1% | +1.9% | -3.0% | -1.1% |
| YTD | -0.7% | +12.0% | -12.7% | -0.8% |
| 1Y | -0.7% | +12.5% | -13.2% | -0.8% |
| 3Y | +14.5% | +75.4% | -60.9% | +14.1% |
| 5Y | -0.9% | +61.5% | -62.4% | -1.4% |
| 10Y | +17.1% | +227.1% | -210.1% | +17.6% |
| All | +62.4% | +344.2% | -281.8% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling