+225.2%
ACWI vs EAT
+320.8%
-95.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +2.4% | -4.0% | +6.4% | +3.0% |
| 30D | -1.7% | -2.9% | +1.2% | -1.5% |
| 3M | -3.9% | -16.9% | +13.0% | -1.8% |
| 6M | +0.8% | +57.0% | -56.2% | -6.4% |
| YTD | +11.0% | +38.2% | -27.1% | +4.3% |
| 1Y | +13.1% | +69.3% | -56.2% | +2.8% |
| 3Y | +73.9% | +483.0% | -409.1% | +27.4% |
| 5Y | +59.0% | +364.1% | -305.1% | +16.6% |
| All | +225.2% | +320.8% | -95.5% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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