-64.6%
XYZ vs ACWI
+55.1%
-119.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | +4.9% |
| 7D | +9.2% | -4.0% | +13.2% | +20.4% |
| 30D | +9.8% | -5.8% | +15.6% | +26.5% |
| 3M | -0.2% | -5.0% | +4.8% | +12.9% |
| 6M | +18.0% | +0.7% | +17.2% | +15.1% |
| YTD | +29.1% | +8.4% | +20.7% | +5.2% |
| 1Y | +14.1% | +10.1% | +4.0% | -10.6% |
| 3Y | +72.6% | +70.8% | +1.9% | -57.4% |
| 5Y | -64.6% | +55.4% | -120.0% | -87.1% |
| All | -64.6% | +55.1% | -119.7% | -87.1% |
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