+76.2%
ACWI vs EL
+1.5%
+74.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.2% |
| 7D | +0.3% | +8.0% | -7.7% | -0.7% |
| 30D | -2.8% | +15.4% | -18.2% | -4.7% |
| 3M | -3.2% | +28.5% | -31.7% | -6.6% |
| 6M | +1.3% | +32.2% | -31.0% | -3.0% |
| YTD | +11.2% | +9.2% | +2.0% | +8.4% |
| 1Y | +13.8% | +30.8% | -17.0% | +7.9% |
| 3Y | +76.2% | +3.7% | +72.5% | +62.6% |
| All | +76.2% | +1.5% | +74.7% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling