+221.6%
ACWI vs EAT
+328.6%
-107.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | +0.1% |
| 7D | -0.2% | -5.9% | +5.8% | +0.7% |
| 30D | -3.3% | +0.7% | -3.9% | -3.6% |
| 3M | -3.4% | -14.2% | +10.8% | -1.8% |
| 6M | +0.8% | +40.7% | -39.9% | -5.0% |
| YTD | +10.7% | +36.0% | -25.3% | +4.2% |
| 1Y | +11.6% | +83.1% | -71.4% | +0.3% |
| 3Y | +73.4% | +474.8% | -401.4% | +27.3% |
| 5Y | +60.2% | +347.6% | -287.4% | +18.1% |
| 10Y | +221.6% | +321.5% | -99.9% | +113.4% |
| All | +221.6% | +328.6% | -107.0% | +113.4% |
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