+216.7%
ACWI vs EAT
+378.4%
-161.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.4% |
| 7D | -2.4% | -2.6% | +0.3% | -2.0% |
| 30D | -5.2% | +11.5% | -16.7% | -6.8% |
| 3M | -4.8% | -9.1% | +4.3% | -4.0% |
| 6M | -1.3% | +40.4% | -41.7% | -6.9% |
| YTD | +8.4% | +43.9% | -35.5% | +1.2% |
| 1Y | +11.0% | +101.9% | -90.9% | -1.6% |
| 3Y | +70.6% | +489.9% | -419.3% | +24.9% |
| 5Y | +55.3% | +362.6% | -307.3% | +14.0% |
| All | +216.7% | +378.4% | -161.6% | +109.0% |
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