-34.4%
BAX vs ACWI
+227.3%
-261.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.2% |
| 7D | -0.6% | -0.7% | +0.1% | -0.1% |
| 30D | +6.3% | -2.0% | +8.3% | +7.9% |
| 3M | -4.6% | -2.2% | -2.4% | -3.1% |
| 6M | +50.4% | +1.9% | +48.5% | +47.9% |
| YTD | +38.0% | +12.0% | +26.0% | +26.7% |
| 1Y | +44.6% | +12.5% | +32.1% | +32.2% |
| 3Y | -15.1% | +75.4% | -90.5% | -43.9% |
| 5Y | -63.3% | +61.5% | -124.8% | -74.5% |
| 10Y | -34.4% | +227.1% | -261.5% | -73.5% |
| All | -34.4% | +227.3% | -261.7% | -73.5% |
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