+214.5%
BAC vs ACWI
+225.4%
-10.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.4% |
| 7D | +1.5% | +2.7% | -1.2% | -1.7% |
| 30D | -6.4% | -2.6% | -3.8% | -3.4% |
| 3M | -21.7% | -3.2% | -18.5% | -18.7% |
| 6M | +0.5% | +1.9% | -1.4% | -2.4% |
| YTD | -6.7% | +11.3% | -18.0% | -19.2% |
| 1Y | -4.7% | +11.7% | -16.3% | -17.7% |
| 3Y | +96.1% | +74.4% | +21.7% | -4.5% |
| 5Y | +21.7% | +59.5% | -37.8% | -33.1% |
| All | +214.5% | +225.4% | -10.9% | -37.9% |
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