+356.8%
ACWI vs ES
+454.5%
-97.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +0.9% | -2.0% | +2.8% | +1.6% |
| 3M | +2.4% | +1.7% | +0.7% | +1.3% |
| 6M | +12.4% | -3.5% | +15.9% | +13.4% |
| YTD | +15.2% | +7.9% | +7.3% | +10.4% |
| 1Y | +22.7% | +17.2% | +5.6% | +12.4% |
| 3Y | +75.8% | +29.3% | +46.5% | +48.9% |
| 5Y | +67.7% | -5.7% | +73.5% | +62.9% |
| 10Y | +229.0% | +85.2% | +143.8% | +101.9% |
| All | +356.8% | +454.5% | -97.7% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling