+124.5%
ACWI vs EOSE
-58.6%
+183.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | 0.0% | +15.0% | -15.0% | -0.7% |
| 30D | -0.6% | +2.5% | -3.1% | -0.9% |
| 3M | +4.3% | -33.7% | +38.0% | +5.6% |
| 6M | +12.7% | -32.7% | +45.4% | +13.3% |
| YTD | +13.9% | -63.8% | +77.7% | +16.6% |
| 1Y | +20.5% | -40.5% | +61.1% | +19.7% |
| 3Y | +76.5% | +50.4% | +26.2% | +60.7% |
| 5Y | +67.5% | -68.6% | +136.1% | +48.8% |
| All | +124.5% | -58.6% | +183.1% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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