+76.5%
SPY vs ACWI
+74.9%
+1.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -0.6% | -0.2% | -0.4% | -0.4% |
| 30D | -3.7% | -3.3% | -0.4% | -0.3% |
| 3M | -2.7% | -3.4% | +0.7% | +0.7% |
| 6M | +2.2% | +0.8% | +1.4% | +1.2% |
| YTD | +10.8% | +10.7% | +0.1% | -0.6% |
| 1Y | +11.2% | +11.6% | -0.4% | -1.1% |
| 3Y | +76.5% | +73.4% | +3.1% | +0.5% |
| All | +76.5% | +74.9% | +1.6% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling