+196.8%
ECL vs ACWI
+219.0%
-22.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -0.8% | -2.4% | +1.6% | +1.5% |
| 30D | +8.1% | -5.2% | +13.3% | +13.6% |
| 3M | +6.4% | -4.8% | +11.2% | +11.3% |
| 6M | +14.8% | -1.3% | +16.1% | +15.4% |
| YTD | +15.5% | +8.4% | +7.1% | +5.6% |
| 1Y | +20.1% | +11.0% | +9.1% | +7.2% |
| 3Y | +77.8% | +70.6% | +7.2% | +0.2% |
| 5Y | +37.9% | +55.3% | -17.4% | -14.0% |
| All | +196.8% | +219.0% | -22.3% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling