+330.1%
ACWI vs EXEL
+911.9%
-581.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.6% | +1.7% | -3.1% |
| 7D | -4.0% | +3.8% | -7.8% | -4.5% |
| 30D | -5.8% | +17.8% | -23.6% | -7.9% |
| 3M | -5.0% | +21.2% | -26.2% | -7.6% |
| 6M | +0.7% | +54.7% | -54.0% | -5.5% |
| YTD | +8.4% | +56.8% | -48.3% | +1.4% |
| 1Y | +10.1% | +70.2% | -60.1% | +1.7% |
| 3Y | +70.8% | +227.2% | -156.4% | +41.5% |
| 5Y | +55.4% | +254.9% | -199.5% | +25.9% |
| 10Y | +223.3% | +476.9% | -253.6% | +128.1% |
| All | +330.1% | +911.9% | -581.8% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling