+156.2%
ALL vs ACWI
+55.1%
+101.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | +0.7% |
| 7D | +4.2% | -4.0% | +8.2% | +5.9% |
| 30D | +18.9% | -5.8% | +24.7% | +21.7% |
| 3M | +1.2% | -5.0% | +6.3% | +3.2% |
| 6M | +23.2% | +0.7% | +22.5% | +21.7% |
| YTD | +30.0% | +8.4% | +21.6% | +23.2% |
| 1Y | +39.6% | +10.1% | +29.5% | +31.1% |
| 3Y | +115.2% | +70.8% | +44.5% | +54.9% |
| 5Y | +156.2% | +55.4% | +100.9% | +88.3% |
| All | +156.2% | +55.1% | +101.2% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling