+247.6%
ACWI vs ESI
+182.6%
+65.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.5% |
| 7D | -2.4% | -8.5% | +6.2% | -0.4% |
| 30D | -5.2% | -15.7% | +10.5% | -1.5% |
| 3M | -4.8% | -18.2% | +13.4% | -0.7% |
| 6M | -1.3% | -28.8% | +27.5% | +5.6% |
| YTD | +8.4% | +26.3% | -17.9% | +0.1% |
| 1Y | +11.0% | +18.2% | -7.2% | +4.0% |
| 3Y | +70.6% | +68.1% | +2.4% | +44.6% |
| 5Y | +55.3% | +28.8% | +26.5% | +37.9% |
| 10Y | +223.2% | +329.8% | -106.6% | +118.8% |
| All | +247.6% | +182.6% | +65.0% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling