+330.1%
ACWI vs EL
+492.8%
-162.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -2.5% |
| 7D | -4.0% | -1.1% | -3.0% | -3.7% |
| 30D | -5.8% | +15.3% | -21.1% | -10.4% |
| 3M | -5.0% | +24.2% | -29.2% | -12.6% |
| 6M | +0.7% | +30.9% | -30.2% | -9.7% |
| YTD | +8.4% | +3.9% | +4.6% | +3.0% |
| 1Y | +10.1% | +19.9% | -9.8% | -1.0% |
| 3Y | +70.8% | +2.5% | +68.3% | +48.8% |
| 5Y | +55.4% | -66.7% | +122.1% | +107.8% |
| 10Y | +223.3% | +54.9% | +168.4% | +100.9% |
| All | +330.1% | +492.8% | -162.6% | +13.7% |
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