+40.5%
ECL vs ACWI
+58.8%
-18.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -0.2% |
| 7D | -0.5% | +0.3% | -0.9% | -0.8% |
| 30D | +8.8% | -2.8% | +11.7% | +11.4% |
| 3M | +7.8% | -3.2% | +11.0% | +10.6% |
| 6M | +21.3% | +1.3% | +20.0% | +19.2% |
| YTD | +17.8% | +11.2% | +6.6% | +6.2% |
| 1Y | +21.1% | +13.8% | +7.3% | +6.8% |
| 3Y | +80.1% | +76.2% | +3.9% | +0.3% |
| 5Y | +40.5% | +59.5% | -19.0% | -14.5% |
| All | +40.5% | +58.8% | -18.4% | -14.5% |
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 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