+222.2%
ACWI vs ESI
+323.5%
-101.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +1.1% |
| 7D | +0.3% | -3.5% | +3.8% | +1.3% |
| 30D | -2.8% | -9.3% | +6.4% | -0.3% |
| 3M | -3.2% | -12.8% | +9.6% | +0.2% |
| 6M | +1.3% | -24.6% | +25.9% | +8.5% |
| YTD | +11.2% | +32.7% | -21.5% | -1.8% |
| 1Y | +13.8% | +20.3% | -6.5% | +3.4% |
| 3Y | +76.2% | +80.2% | -4.0% | +36.7% |
| 5Y | +59.5% | +40.0% | +19.5% | +31.4% |
| 10Y | +222.2% | +310.8% | -88.6% | +83.2% |
| All | +222.2% | +323.5% | -101.3% | +83.2% |
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