+54.2%
AR vs ACWI
+225.4%
-171.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.9% |
| 7D | +6.4% | +2.7% | +3.7% | +3.2% |
| 30D | +3.1% | -2.6% | +5.7% | +5.7% |
| 3M | +3.3% | -3.2% | +6.4% | +6.2% |
| 6M | +6.6% | +1.9% | +4.7% | +2.3% |
| YTD | +12.3% | +11.3% | +1.0% | -4.8% |
| 1Y | +12.3% | +11.7% | +0.7% | -5.1% |
| 3Y | +50.4% | +74.4% | -23.9% | -26.1% |
| 5Y | +101.0% | +59.5% | +41.5% | +10.9% |
| All | +54.2% | +225.4% | -171.1% | -64.8% |
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