+197.7%
EXC vs ACWI
+220.7%
-23.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +0.1% | -0.2% | +0.2% | 0.0% |
| 30D | +9.0% | -3.3% | +12.3% | +11.2% |
| 3M | +3.3% | -3.4% | +6.7% | +5.3% |
| 6M | +5.7% | +0.8% | +4.9% | +4.3% |
| YTD | +7.3% | +10.7% | -3.4% | -1.3% |
| 1Y | +2.9% | +11.6% | -8.7% | -6.0% |
| 3Y | +29.3% | +73.4% | -44.1% | -18.1% |
| 5Y | +40.1% | +60.2% | -20.1% | -6.4% |
| 10Y | +197.7% | +221.6% | -23.9% | +3.5% |
| All | +197.7% | +220.7% | -23.0% | +3.5% |
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