+143.0%
ED vs ACWI
+225.4%
-82.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.7% | +2.7% | -4.4% | -2.6% |
| 30D | +10.7% | -2.6% | +13.3% | +11.5% |
| 3M | +11.6% | -3.2% | +14.8% | +12.7% |
| 6M | +13.5% | +1.9% | +11.6% | +12.3% |
| YTD | +23.1% | +11.3% | +11.8% | +17.6% |
| 1Y | +23.1% | +11.7% | +11.4% | +17.4% |
| 3Y | +47.9% | +74.4% | -26.5% | +15.0% |
| 5Y | +83.9% | +59.5% | +24.4% | +47.4% |
| All | +143.0% | +225.4% | -82.3% | +25.4% |
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