+356.8%
ACWI vs EL
+471.9%
-115.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.0% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | +0.9% | +19.8% | -19.0% | -5.7% |
| 3M | +2.4% | +25.7% | -23.3% | -6.0% |
| 6M | +12.4% | +5.4% | +6.9% | +8.0% |
| YTD | +15.2% | +0.2% | +14.9% | +11.1% |
| 1Y | +22.7% | +20.4% | +2.3% | +9.9% |
| 3Y | +75.8% | -32.1% | +107.9% | +79.5% |
| 5Y | +67.7% | -67.2% | +134.9% | +125.0% |
| 10Y | +229.0% | +31.7% | +197.2% | +120.3% |
| All | +356.8% | +471.9% | -115.1% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling