+61.5%
ACWI vs ESI
+44.9%
+16.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -0.1% |
| 7D | -0.7% | +1.8% | -2.5% | -1.3% |
| 30D | -2.0% | -6.6% | +4.6% | -0.3% |
| 3M | -2.2% | -9.4% | +7.2% | +0.1% |
| 6M | +1.9% | -24.1% | +26.0% | +9.3% |
| YTD | +12.0% | +37.1% | -25.1% | -4.0% |
| 1Y | +12.5% | +24.5% | -12.0% | -0.3% |
| 3Y | +75.4% | +83.2% | -7.8% | +27.7% |
| 5Y | +61.5% | +44.0% | +17.6% | +27.1% |
| All | +61.5% | +44.9% | +16.6% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling