-33.9%
BAX vs ACWI
+226.8%
-260.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +0.4% |
| 7D | +9.0% | +0.3% | +8.7% | +8.8% |
| 30D | +8.5% | -2.8% | +11.3% | +10.9% |
| 3M | -4.1% | -3.2% | -0.9% | -1.8% |
| 6M | +46.9% | +1.3% | +45.7% | +45.1% |
| YTD | +38.4% | +11.2% | +27.2% | +27.7% |
| 1Y | +47.0% | +13.8% | +33.2% | +33.3% |
| 3Y | -14.9% | +76.2% | -91.1% | -43.9% |
| 5Y | -62.5% | +59.5% | -122.0% | -73.7% |
| 10Y | -33.9% | +222.2% | -256.1% | -72.9% |
| All | -33.9% | +226.8% | -260.8% | -72.9% |
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