+55.0%
ACWI vs EFV
+87.6%
-32.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +1.1% |
| 7D | -2.4% | -0.7% | -1.7% | -1.8% |
| 30D | -5.2% | +0.9% | -6.1% | -5.9% |
| 3M | -4.8% | -3.6% | -1.3% | -1.9% |
| 6M | -1.3% | +2.5% | -3.8% | -3.5% |
| YTD | +8.4% | +13.2% | -4.8% | -2.7% |
| 1Y | +11.0% | +20.3% | -9.3% | -5.4% |
| 3Y | +70.6% | +84.9% | -14.4% | -0.4% |
| All | +55.0% | +87.6% | -32.6% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling