+330.0%
ACWI vs EAT
+1,484.0%
-1,154.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.5% |
| 7D | -2.4% | -2.6% | +0.3% | -1.9% |
| 30D | -5.2% | +11.5% | -16.7% | -7.3% |
| 3M | -4.8% | -9.1% | +4.3% | -3.8% |
| 6M | -1.3% | +40.4% | -41.7% | -8.5% |
| YTD | +8.4% | +43.9% | -35.5% | -0.8% |
| 1Y | +11.0% | +101.9% | -90.9% | -5.0% |
| 3Y | +70.6% | +489.9% | -419.3% | +14.1% |
| 5Y | +55.3% | +362.6% | -307.3% | +4.4% |
| 10Y | +223.2% | +385.7% | -162.5% | +85.3% |
| All | +330.0% | +1,484.0% | -1,154.0% | +77.1% |
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