+4.6%
ACWI vs XE
-62.9%
+67.5%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.0% | -4.4% | +2.2% |
| 7D | +0.3% | +7.6% | -7.3% | -0.3% |
| 30D | -2.8% | -18.6% | +15.8% | -1.8% |
| 3M | -3.2% | -50.7% | +47.6% | +0.4% |
| 6M | +1.3% | -63.0% | +64.3% | +5.5% |
| All | +4.6% | -62.9% | +67.5% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · 6 months rolling