+31.1%
BA vs ACWI
+219.2%
-188.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | +3.2% |
| 7D | -0.1% | -4.0% | +3.9% | +6.0% |
| 30D | -9.1% | -5.8% | -3.3% | -0.9% |
| 3M | -28.2% | -5.0% | -23.2% | -22.7% |
| 6M | -23.1% | +0.7% | -23.8% | -24.3% |
| YTD | -20.6% | +8.4% | -29.0% | -30.2% |
| 1Y | -12.7% | +10.1% | -22.8% | -25.2% |
| 3Y | -11.6% | +70.8% | -82.3% | -61.9% |
| 5Y | -23.1% | +55.4% | -78.5% | -60.8% |
| All | +31.1% | +219.2% | -188.1% | -70.8% |
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