+15.0%
ACWI vs ESI
+27.8%
-12.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +2.5% |
| 7D | -0.5% | -6.6% | +6.1% | +0.8% |
| 30D | -1.6% | -10.9% | +9.3% | +0.4% |
| 3M | -1.3% | -13.8% | +12.5% | +1.1% |
| 6M | +5.8% | -21.5% | +27.4% | +9.6% |
| YTD | +12.7% | +34.7% | -21.9% | +3.1% |
| 1Y | +15.0% | +24.9% | -9.9% | +6.9% |
| All | +15.0% | +27.8% | -12.8% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling