+222.2%
ACWI vs ES
+82.6%
+139.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -2.8% | +5.7% | -8.5% | -4.4% |
| 3M | -3.2% | -2.8% | -0.4% | -2.6% |
| 6M | +1.3% | +7.0% | -5.7% | -1.1% |
| YTD | +11.2% | +6.8% | +4.4% | +8.3% |
| 1Y | +13.8% | -0.5% | +14.2% | +12.7% |
| 3Y | +76.2% | +47.2% | +29.0% | +51.3% |
| 5Y | +59.5% | +2.3% | +57.2% | +53.4% |
| 10Y | +222.2% | +85.6% | +136.6% | +179.8% |
| All | +222.2% | +82.6% | +139.6% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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