+172.0%
ET vs ACWI
+220.7%
-48.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.2% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -3.1% | -3.3% | +0.2% | -0.4% |
| 3M | -3.9% | -3.4% | -0.5% | -1.3% |
| 6M | +4.0% | +0.8% | +3.2% | +2.0% |
| YTD | +26.4% | +10.7% | +15.7% | +12.2% |
| 1Y | +24.9% | +11.6% | +13.3% | +9.8% |
| 3Y | +85.2% | +73.4% | +11.8% | +3.7% |
| 5Y | +218.3% | +60.2% | +158.1% | +91.7% |
| 10Y | +172.0% | +221.6% | -49.6% | -26.8% |
| All | +172.0% | +220.7% | -48.7% | -26.8% |
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