+221.6%
ACWI vs ESI
+306.3%
-84.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -0.2% | -6.6% | +6.5% | +1.8% |
| 30D | -3.3% | -9.8% | +6.5% | -0.5% |
| 3M | -3.4% | -11.9% | +8.5% | -0.3% |
| 6M | +0.8% | -25.1% | +25.9% | +8.2% |
| YTD | +10.7% | +31.9% | -21.2% | -2.1% |
| 1Y | +11.6% | +19.2% | -7.6% | +1.8% |
| 3Y | +73.4% | +76.2% | -2.8% | +35.5% |
| 5Y | +60.2% | +39.4% | +20.8% | +32.1% |
| 10Y | +221.6% | +304.9% | -83.3% | +83.7% |
| All | +221.6% | +306.3% | -84.7% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling