+356.8%
ACWI vs EXPD
+422.7%
-65.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +0.5% | -1.1% | +1.6% | +1.0% |
| 30D | +0.9% | +4.1% | -3.2% | -1.0% |
| 3M | +2.4% | +17.9% | -15.5% | -5.3% |
| 6M | +12.4% | +29.2% | -16.9% | -1.0% |
| YTD | +15.2% | +27.4% | -12.2% | +1.1% |
| 1Y | +22.7% | +56.8% | -34.1% | -3.1% |
| 3Y | +75.8% | +68.0% | +7.7% | +31.2% |
| 5Y | +67.7% | +61.9% | +5.9% | +23.9% |
| 10Y | +229.0% | +316.0% | -87.0% | +45.1% |
| All | +356.8% | +422.7% | -65.9% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling