-36.8%
BAX vs ACWI
+219.0%
-255.9%
-81.2%
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 | +12.1% | -2.4% | +14.5% | +14.2% |
| 30D | +7.6% | -5.2% | +12.8% | +12.1% |
| 3M | -4.5% | -4.8% | +0.3% | -0.9% |
| 6M | +52.0% | -1.3% | +53.3% | +53.1% |
| YTD | +35.1% | +8.4% | +26.8% | +27.2% |
| 1Y | +43.7% | +11.0% | +32.7% | +32.8% |
| 3Y | -20.9% | +70.6% | -91.5% | -46.6% |
| 5Y | -63.5% | +55.3% | -118.9% | -73.9% |
| All | -36.8% | +219.0% | -255.9% | -73.8% |
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