+269.3%
ACWI vs ESI
+224.6%
+44.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.7% |
| 7D | +0.5% | +3.3% | -2.8% | -0.3% |
| 30D | +0.9% | -5.9% | +6.7% | +2.2% |
| 3M | +2.4% | -14.1% | +16.5% | +5.4% |
| 6M | +12.4% | +6.6% | +5.8% | +9.1% |
| YTD | +15.2% | +45.0% | -29.9% | +3.4% |
| 1Y | +22.7% | +41.5% | -18.7% | +10.5% |
| 3Y | +75.8% | +78.8% | -3.0% | +47.3% |
| 5Y | +67.7% | +70.9% | -3.2% | +40.2% |
| 10Y | +229.0% | +317.1% | -88.1% | +120.8% |
| All | +269.3% | +224.6% | +44.7% | +161.8% |
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