+43.8%
IR vs ACWI
+55.1%
-11.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | +2.0% |
| 7D | +2.3% | -4.0% | +6.3% | +7.5% |
| 30D | +3.3% | -5.8% | +9.1% | +11.3% |
| 3M | -9.0% | -5.0% | -4.0% | -3.1% |
| 6M | +8.0% | +0.7% | +7.3% | +6.6% |
| YTD | +3.4% | +8.4% | -5.0% | -7.0% |
| 1Y | +4.5% | +10.1% | -5.6% | -7.8% |
| 3Y | +25.6% | +70.8% | -45.2% | -35.3% |
| 5Y | +43.8% | +55.4% | -11.6% | -15.4% |
| All | +43.8% | +55.1% | -11.3% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling