+31.8%
BA vs ACWI
+219.0%
-187.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.1% | -2.4% | +3.4% | +4.6% |
| 30D | -7.9% | -5.2% | -2.7% | -0.6% |
| 3M | -25.3% | -4.8% | -20.5% | -19.9% |
| 6M | -24.6% | -1.3% | -23.3% | -23.4% |
| YTD | -20.1% | +8.4% | -28.5% | -29.8% |
| 1Y | -11.8% | +11.0% | -22.8% | -25.3% |
| 3Y | -10.1% | +70.6% | -80.7% | -61.2% |
| 5Y | -22.7% | +55.3% | -78.1% | -60.5% |
| All | +31.8% | +219.0% | -187.3% | -70.7% |
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