+330.1%
ACWI vs EAT
+1,530.7%
-1,200.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -3.2% |
| 7D | -4.0% | -3.3% | -0.7% | -3.4% |
| 30D | -5.8% | +11.7% | -17.5% | -7.9% |
| 3M | -5.0% | -5.9% | +0.9% | -4.6% |
| 6M | +0.7% | +46.7% | -46.0% | -7.4% |
| YTD | +8.4% | +48.2% | -39.7% | -1.3% |
| 1Y | +10.1% | +105.4% | -95.3% | -6.1% |
| 3Y | +70.8% | +502.8% | -432.0% | +13.8% |
| 5Y | +55.4% | +376.3% | -320.9% | +3.9% |
| 10Y | +223.3% | +400.0% | -176.7% | +84.4% |
| All | +330.1% | +1,530.7% | -1,200.5% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling