+76.6%
AME vs ACWI
+59.2%
+17.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -4.1% | -0.2% | -4.0% | -4.0% |
| 30D | -4.1% | -3.3% | -0.8% | -1.1% |
| 3M | -5.6% | -3.4% | -2.2% | -2.6% |
| 6M | +2.8% | +0.8% | +2.0% | +2.3% |
| YTD | +16.6% | +10.7% | +5.9% | +7.0% |
| 1Y | +21.1% | +11.6% | +9.5% | +10.3% |
| 3Y | +61.1% | +73.4% | -12.3% | -0.3% |
| 5Y | +76.6% | +60.2% | +16.4% | +15.7% |
| All | +76.6% | +59.2% | +17.4% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 5y: compounded portfolio wealth divided by compounded ACWI 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…
5y analysis · Full analysis span regression · 6 months rolling