+347.2%
ACWI vs EXPD
+447.3%
-100.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +3.1% |
| 7D | -0.5% | +0.3% | -0.7% | -0.7% |
| 30D | -1.6% | +1.8% | -3.5% | -2.6% |
| 3M | -1.3% | +8.9% | -10.3% | -5.4% |
| 6M | +5.8% | +42.2% | -36.4% | -10.7% |
| YTD | +12.7% | +33.4% | -20.6% | -3.3% |
| 1Y | +15.0% | +47.2% | -32.2% | -6.0% |
| 3Y | +77.5% | +81.3% | -3.7% | +27.7% |
| 5Y | +61.9% | +60.2% | +1.7% | +20.6% |
| 10Y | +236.1% | +339.5% | -103.4% | +44.3% |
| All | +347.2% | +447.3% | -100.1% | +35.0% |
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