+705.4%
ECL vs ACWI
+356.8%
+348.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.6% | +0.5% | -3.1% | -3.0% |
| 30D | -2.2% | +0.9% | -3.0% | -2.9% |
| 3M | +10.1% | +2.4% | +7.7% | +7.5% |
| 6M | -5.7% | +12.4% | -18.1% | -15.0% |
| YTD | +7.0% | +15.2% | -8.2% | -5.6% |
| 1Y | +2.7% | +22.7% | -20.1% | -14.3% |
| 3Y | +57.7% | +75.8% | -18.1% | -4.5% |
| 5Y | +31.1% | +67.7% | -36.6% | -16.7% |
| 10Y | +150.9% | +229.0% | -78.1% | -7.0% |
| All | +705.4% | +356.8% | +348.6% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling