+227.1%
ACWI vs EL
+63.7%
+163.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.4% |
| 7D | -0.7% | +0.3% | -0.9% | -0.7% |
| 30D | -2.0% | +12.3% | -14.3% | -4.9% |
| 3M | -2.2% | +28.4% | -30.6% | -8.8% |
| 6M | +1.9% | +36.7% | -34.9% | -7.1% |
| YTD | +12.0% | +8.4% | +3.6% | +6.8% |
| 1Y | +12.5% | +25.4% | -12.9% | +2.9% |
| 3Y | +75.4% | +3.4% | +72.0% | +58.5% |
| 5Y | +61.5% | -64.8% | +126.3% | +109.5% |
| 10Y | +227.1% | +63.0% | +164.1% | +162.6% |
| All | +227.1% | +63.7% | +163.4% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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