+509.1%
BNY vs ACWI
+356.8%
+152.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +0.5% | +0.9% | +0.8% |
| 30D | +3.8% | +0.9% | +3.0% | +2.7% |
| 3M | +14.9% | +2.4% | +12.5% | +11.1% |
| 6M | +40.3% | +12.4% | +28.0% | +20.2% |
| YTD | +43.9% | +15.2% | +28.7% | +19.5% |
| 1Y | +59.0% | +22.7% | +36.3% | +21.8% |
| 3Y | +290.7% | +75.8% | +215.0% | +87.7% |
| 5Y | +250.4% | +67.7% | +182.6% | +78.0% |
| 10Y | +411.2% | +229.0% | +182.2% | +3.5% |
| All | +509.1% | +356.8% | +152.3% | -5.8% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling