+303.9%
SPY vs ACWI
+219.0%
+84.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | -2.7% | -2.4% | -0.4% | -0.3% |
| 30D | -5.4% | -5.2% | -0.2% | -0.1% |
| 3M | -4.1% | -4.8% | +0.7% | +0.9% |
| 6M | +0.7% | -1.3% | +2.0% | +2.0% |
| YTD | +8.7% | +8.4% | +0.3% | -0.3% |
| 1Y | +10.9% | +11.0% | -0.2% | -0.8% |
| 3Y | +75.0% | +70.6% | +4.4% | +0.8% |
| 5Y | +67.8% | +55.3% | +12.5% | +6.5% |
| All | +303.9% | +219.0% | +84.9% | +28.0% |
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