+227.1%
ACWI vs EXEL
+354.7%
-127.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.7% | -2.8% | +2.2% | -0.3% |
| 30D | -2.0% | +18.2% | -20.2% | -4.2% |
| 3M | -2.2% | +37.7% | -39.9% | -6.4% |
| 6M | +1.9% | +42.2% | -40.3% | -3.2% |
| YTD | +12.0% | +61.3% | -49.3% | +4.2% |
| 1Y | +12.5% | +64.5% | -52.0% | +4.4% |
| 3Y | +75.4% | +236.7% | -161.3% | +43.7% |
| 5Y | +61.5% | +296.3% | -234.8% | +27.6% |
| 10Y | +227.1% | +331.1% | -104.0% | +152.6% |
| All | +227.1% | +354.7% | -127.5% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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