+251.7%
BAC vs ACWI
+226.8%
+24.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -0.9% |
| 7D | +2.0% | +0.3% | +1.6% | +1.6% |
| 30D | -6.9% | -2.8% | -4.1% | -3.6% |
| 3M | -19.6% | -3.2% | -16.4% | -16.5% |
| 6M | -0.5% | +1.3% | -1.7% | -2.6% |
| YTD | -6.6% | +11.2% | -17.8% | -18.9% |
| 1Y | -3.0% | +13.8% | -16.7% | -18.1% |
| 3Y | +97.3% | +76.2% | +21.1% | -5.0% |
| 5Y | +21.9% | +59.5% | -37.6% | -33.0% |
| 10Y | +251.7% | +222.2% | +29.5% | -23.4% |
| All | +251.7% | +226.8% | +24.8% | -23.4% |
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