+68.6%
EXC vs ACWI
+330.1%
-261.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +3.2% |
| 7D | +1.4% | -4.0% | +5.4% | +4.1% |
| 30D | +11.6% | -5.8% | +17.5% | +16.1% |
| 3M | +2.7% | -5.0% | +7.7% | +6.1% |
| 6M | +2.7% | +0.7% | +2.0% | +1.3% |
| YTD | +9.7% | +8.4% | +1.3% | +2.2% |
| 1Y | +4.5% | +10.1% | -5.6% | -3.8% |
| 3Y | +28.5% | +70.8% | -42.3% | -16.3% |
| 5Y | +43.9% | +55.4% | -11.4% | -0.8% |
| 10Y | +183.7% | +223.3% | -39.6% | +13.2% |
| All | +68.6% | +330.1% | -261.5% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling