+216.7%
ACWI vs EXPD
+304.0%
-87.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.8% |
| 7D | -2.4% | -7.2% | +4.8% | +0.3% |
| 30D | -5.2% | -3.3% | -1.9% | -4.1% |
| 3M | -4.8% | +3.4% | -8.2% | -6.2% |
| 6M | -1.3% | +22.7% | -24.0% | -9.1% |
| YTD | +8.4% | +24.5% | -16.1% | -2.0% |
| 1Y | +11.0% | +38.6% | -27.6% | -4.0% |
| 3Y | +70.6% | +71.5% | -0.9% | +31.3% |
| 5Y | +55.3% | +56.2% | -0.9% | +21.9% |
| All | +216.7% | +304.0% | -87.3% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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