+58.1%
EXC vs ACWI
+356.8%
-298.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | +0.5% | -0.2% | -0.1% |
| 30D | -3.7% | +0.9% | -4.6% | -4.3% |
| 3M | -1.3% | +2.4% | -3.7% | -3.3% |
| 6M | -9.7% | +12.4% | -22.1% | -17.5% |
| YTD | +2.9% | +15.2% | -12.3% | -7.8% |
| 1Y | +4.4% | +22.7% | -18.3% | -10.9% |
| 3Y | +22.2% | +75.8% | -53.6% | -21.6% |
| 5Y | +46.7% | +67.7% | -21.0% | -4.0% |
| 10Y | +155.3% | +229.0% | -73.7% | +1.0% |
| All | +58.1% | +356.8% | -298.7% | -55.3% |
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