+197.5%
ECL vs ACWI
+225.4%
-27.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -0.5% | +2.7% | -3.2% | -3.0% |
| 30D | +6.6% | -2.6% | +9.2% | +9.1% |
| 3M | +9.6% | -3.2% | +12.8% | +12.8% |
| 6M | +21.6% | +1.9% | +19.7% | +18.5% |
| YTD | +16.9% | +11.3% | +5.5% | +4.2% |
| 1Y | +17.9% | +11.7% | +6.2% | +4.7% |
| 3Y | +76.5% | +74.4% | +2.1% | -2.6% |
| 5Y | +36.6% | +59.5% | -22.9% | -17.0% |
| All | +197.5% | +225.4% | -27.8% | -7.5% |
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