+68.0%
ACWI vs EXEL
+199.5%
-131.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.5% | +8.4% | -7.9% | -0.6% |
| 30D | +0.9% | +4.1% | -3.2% | +0.2% |
| 3M | +2.4% | +12.4% | -10.0% | +0.7% |
| 6M | +12.4% | +41.5% | -29.2% | +6.9% |
| YTD | +15.2% | +34.6% | -19.5% | +10.1% |
| 1Y | +22.7% | +57.9% | -35.2% | +14.5% |
| 3Y | +75.8% | +159.5% | -83.7% | +48.3% |
| All | +68.0% | +199.5% | -131.6% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling