+55.4%
ACWI vs ES
+5.0%
+50.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.2% |
| 7D | -4.0% | +5.9% | -9.9% | -5.1% |
| 30D | -5.8% | +10.2% | -16.0% | -7.6% |
| 3M | -5.0% | +0.4% | -5.4% | -5.2% |
| 6M | +0.7% | +6.9% | -6.2% | -0.9% |
| YTD | +8.4% | +10.5% | -2.1% | +5.7% |
| 1Y | +10.1% | +3.2% | +6.9% | +8.6% |
| 3Y | +70.8% | +49.0% | +21.7% | +50.4% |
| 5Y | +55.4% | +4.5% | +50.9% | +54.5% |
| All | +55.4% | +5.0% | +50.4% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling