+20.0%
EXE vs ACWI
+76.1%
-56.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +8.5% | +0.9% | +7.6% | +8.0% |
| 3M | +5.5% | +2.4% | +3.1% | +4.1% |
| 6M | -5.9% | +12.4% | -18.3% | -12.0% |
| YTD | -9.7% | +15.2% | -24.9% | -17.2% |
| 1Y | +3.6% | +22.7% | -19.1% | -9.1% |
| All | +20.0% | +76.1% | -56.1% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling