+161.3%
ET vs ACWI
+227.3%
-66.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -1.0% |
| 7D | +1.8% | -0.7% | +2.4% | +2.3% |
| 30D | -3.0% | -2.0% | -1.0% | -1.5% |
| 3M | -4.7% | -2.2% | -2.5% | -3.3% |
| 6M | +2.7% | +1.9% | +0.8% | -0.3% |
| YTD | +26.5% | +12.0% | +14.6% | +11.1% |
| 1Y | +25.0% | +12.5% | +12.4% | +9.0% |
| 3Y | +85.4% | +75.4% | +10.0% | +2.7% |
| 5Y | +215.5% | +61.5% | +154.0% | +88.6% |
| 10Y | +161.3% | +227.1% | -65.8% | -34.9% |
| All | +161.3% | +227.3% | -66.0% | -34.9% |
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