+150.1%
EXE vs ACWI
+78.1%
+72.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.6% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | -0.3% | -3.3% | +3.0% | +1.8% |
| 3M | -9.3% | -3.4% | -5.9% | -7.4% |
| 6M | -7.2% | +0.8% | -8.0% | -8.5% |
| YTD | -18.9% | +10.7% | -29.6% | -26.1% |
| 1Y | -21.7% | +11.6% | -33.3% | -29.1% |
| 3Y | +21.0% | +73.4% | -52.4% | -25.2% |
| 5Y | +76.0% | +60.2% | +15.8% | +14.0% |
| All | +150.1% | +78.1% | +72.0% | +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