+59.1%
ACWI vs EL
-65.2%
+124.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +2.4% | +1.5% | +0.9% | +2.2% |
| 30D | -1.7% | +10.0% | -11.7% | -3.5% |
| 3M | -3.9% | +28.4% | -32.3% | -8.8% |
| 6M | +0.8% | +37.1% | -36.3% | -5.9% |
| YTD | +11.0% | +7.8% | +3.2% | +7.3% |
| 1Y | +13.1% | +26.0% | -13.0% | +5.6% |
| 3Y | +73.9% | +3.8% | +70.1% | +59.7% |
| All | +59.1% | -65.2% | +124.4% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling