+73.5%
BA vs ACWI
+228.2%
-154.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +1.2% | +0.5% | +0.7% | +0.4% |
| 30D | -11.6% | +0.9% | -12.5% | -12.8% |
| 3M | -2.4% | +2.4% | -4.8% | -5.8% |
| 6M | -6.6% | +12.4% | -19.0% | -21.6% |
| YTD | -2.2% | +15.2% | -17.4% | -21.2% |
| 1Y | -8.0% | +22.7% | -30.7% | -32.7% |
| 3Y | -5.0% | +75.8% | -80.8% | -60.5% |
| 5Y | -2.7% | +67.7% | -70.4% | -55.5% |
| All | +73.5% | +228.2% | -154.8% | -66.0% |
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