+2.9%
EXC vs ACWI
+12.3%
-9.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.4% |
| 7D | +0.1% | -0.2% | +0.2% | 0.0% |
| 30D | +9.0% | -3.3% | +12.3% | +8.3% |
| 3M | +3.3% | -3.4% | +6.7% | +2.6% |
| 6M | +5.7% | +0.8% | +4.9% | +6.1% |
| YTD | +7.3% | +10.7% | -3.4% | +7.0% |
| 1Y | +2.9% | +11.6% | -8.7% | +2.5% |
| All | +2.9% | +12.3% | -9.4% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling