+118.5%
EXPE vs ACWI
+226.8%
-108.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -3.6% |
| 7D | -13.3% | +0.3% | -13.6% | -13.1% |
| 30D | -5.5% | -2.8% | -2.7% | -1.3% |
| 3M | -16.5% | -3.2% | -13.3% | -12.5% |
| 6M | +13.1% | +1.3% | +11.8% | +10.6% |
| YTD | -8.0% | +11.2% | -19.2% | -21.5% |
| 1Y | +1.1% | +13.8% | -12.7% | -16.2% |
| 3Y | +131.2% | +76.2% | +55.0% | +4.4% |
| 5Y | +39.8% | +59.5% | -19.7% | -25.4% |
| 10Y | +118.5% | +222.2% | -103.7% | -51.9% |
| All | +118.5% | +226.8% | -108.4% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling