+69.1%
EFX vs ACWI
+226.8%
-157.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -3.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.7% |
| 30D | +29.2% | -2.8% | +32.0% | +32.4% |
| 3M | +3.5% | -3.2% | +6.6% | +6.3% |
| 6M | +7.8% | +1.3% | +6.5% | +5.1% |
| YTD | -12.4% | +11.2% | -23.6% | -22.7% |
| 1Y | -8.2% | +13.8% | -22.0% | -21.0% |
| 3Y | +4.7% | +76.2% | -71.5% | -42.2% |
| 5Y | -32.0% | +59.5% | -91.5% | -58.4% |
| 10Y | +69.1% | +222.2% | -153.1% | -48.2% |
| All | +69.1% | +226.8% | -157.8% | -48.2% |
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