+784.3%
ECL vs ACWI
+330.1%
+454.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | +0.3% |
| 7D | +1.7% | -4.0% | +5.7% | +5.2% |
| 30D | +8.9% | -5.8% | +14.7% | +14.4% |
| 3M | +7.4% | -5.0% | +12.4% | +12.0% |
| 6M | +19.3% | +0.7% | +18.6% | +18.0% |
| YTD | +17.4% | +8.4% | +9.0% | +8.9% |
| 1Y | +19.4% | +10.1% | +9.3% | +9.2% |
| 3Y | +80.5% | +70.8% | +9.7% | +11.8% |
| 5Y | +40.2% | +55.4% | -15.1% | -5.1% |
| 10Y | +207.8% | +223.3% | -15.5% | +16.0% |
| All | +784.3% | +330.1% | +454.2% | +165.0% |
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