+106.6%
EXE vs ACWI
+67.7%
+39.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.6% |
| 30D | +8.5% | +0.9% | +7.6% | +7.7% |
| 3M | +5.5% | +2.4% | +3.1% | +3.4% |
| 6M | -5.9% | +12.4% | -18.3% | -14.3% |
| YTD | -9.7% | +15.2% | -24.9% | -19.7% |
| 1Y | +3.6% | +22.7% | -19.1% | -12.5% |
| 3Y | +18.0% | +75.8% | -57.7% | -27.1% |
| All | +106.6% | +67.7% | +39.0% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling