+634.6%
XYZ vs ACWI
+220.7%
+413.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.4% |
| 7D | +12.6% | -0.2% | +12.8% | +13.3% |
| 30D | +10.8% | -3.3% | +14.1% | +18.7% |
| 3M | +8.4% | -3.4% | +11.8% | +16.7% |
| 6M | +14.3% | +0.8% | +13.5% | +12.4% |
| YTD | +31.5% | +10.7% | +20.8% | +6.8% |
| 1Y | +28.1% | +11.6% | +16.5% | +2.3% |
| 3Y | +66.2% | +73.4% | -7.2% | -45.4% |
| 5Y | -62.3% | +60.2% | -122.5% | -83.2% |
| 10Y | +634.6% | +221.6% | +413.0% | +9.5% |
| All | +634.6% | +220.7% | +413.9% | +9.5% |
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 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