+533.2%
XYZ vs ACWI
+244.7%
+288.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | +0.5% | -1.5% | -1.8% |
| 30D | -1.7% | +0.9% | -2.6% | -3.2% |
| 3M | +16.7% | +2.4% | +14.3% | +11.4% |
| 6M | +26.9% | +12.4% | +14.5% | +0.6% |
| YTD | +27.1% | +15.2% | +12.0% | -3.5% |
| 1Y | +9.3% | +22.7% | -13.5% | -26.8% |
| 3Y | +42.3% | +75.8% | -33.5% | -51.5% |
| 5Y | -69.3% | +67.7% | -137.0% | -86.8% |
| 10Y | +586.8% | +229.0% | +357.8% | +21.5% |
| All | +533.2% | +244.7% | +288.5% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling