+226.7%
ACWI vs EXR
+148.5%
+78.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.5% | -2.6% | +3.1% | +1.2% |
| 30D | +0.9% | -7.2% | +8.1% | +2.9% |
| 3M | +2.4% | -3.5% | +5.9% | +3.2% |
| 6M | +12.4% | -5.3% | +17.7% | +13.6% |
| YTD | +15.2% | +9.4% | +5.8% | +11.8% |
| 1Y | +22.7% | +1.3% | +21.4% | +21.4% |
| 3Y | +75.8% | +22.4% | +53.4% | +61.6% |
| 5Y | +67.7% | -12.2% | +80.0% | +67.0% |
| All | +226.7% | +148.5% | +78.3% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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