+5.8%
ACWI vs ES
+2.2%
+3.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.8% |
| 7D | -0.5% | +5.3% | -5.8% | -0.2% |
| 30D | -1.6% | +8.9% | -10.6% | -1.2% |
| 3M | -1.3% | -1.9% | +0.6% | -1.5% |
| 6M | +5.8% | +3.9% | +2.0% | +5.7% |
| All | +5.8% | +2.2% | +3.7% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling