+222.2%
ACWI vs EAT
+375.0%
-152.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.8% |
| 7D | +0.3% | -3.9% | +4.3% | +0.9% |
| 30D | -2.8% | +5.0% | -7.8% | -3.7% |
| 3M | -3.2% | -9.6% | +6.5% | -2.3% |
| 6M | +1.3% | +46.8% | -45.5% | -5.1% |
| YTD | +11.2% | +41.8% | -30.6% | +4.1% |
| 1Y | +13.8% | +98.3% | -84.5% | +1.0% |
| 3Y | +76.2% | +503.1% | -426.9% | +28.6% |
| 5Y | +59.5% | +356.7% | -297.2% | +17.3% |
| 10Y | +222.2% | +349.8% | -127.6% | +111.9% |
| All | +222.2% | +375.0% | -152.8% | +111.9% |
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