-4.4%
RMD vs ACWI
+58.7%
-63.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.5% |
| 7D | +2.1% | +2.4% | -0.4% | +0.1% |
| 30D | +2.1% | -1.7% | +3.8% | +3.5% |
| 3M | +6.2% | -3.9% | +10.2% | +9.6% |
| 6M | +19.4% | +0.8% | +18.6% | +17.9% |
| YTD | +0.5% | +11.0% | -10.5% | -8.9% |
| 1Y | -3.9% | +13.1% | -17.0% | -14.4% |
| 3Y | +72.5% | +73.9% | -1.3% | +3.0% |
| All | -4.4% | +58.7% | -63.1% | -37.4% |
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