+226.7%
ACWI vs EL
+31.9%
+194.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.8% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | +0.9% | +19.8% | -19.0% | -4.1% |
| 3M | +2.4% | +25.7% | -23.3% | -4.0% |
| 6M | +12.4% | +5.4% | +6.9% | +9.3% |
| YTD | +15.2% | +0.2% | +14.9% | +12.3% |
| 1Y | +22.7% | +20.4% | +2.3% | +13.0% |
| 3Y | +75.8% | -32.1% | +107.9% | +81.7% |
| 5Y | +67.7% | -67.2% | +134.9% | +121.2% |
| All | +226.7% | +31.9% | +194.8% | +174.6% |
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