+125.4%
EXPE vs ACWI
+227.3%
-101.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +0.8% |
| 7D | -17.8% | -0.7% | -17.1% | -16.6% |
| 30D | -3.2% | -2.0% | -1.2% | -0.1% |
| 3M | -19.0% | -2.2% | -16.8% | -16.3% |
| 6M | +17.7% | +1.9% | +15.8% | +14.2% |
| YTD | -7.8% | +12.0% | -19.8% | -22.0% |
| 1Y | -1.4% | +12.5% | -13.9% | -17.0% |
| 3Y | +121.9% | +75.4% | +46.5% | +0.9% |
| 5Y | +44.3% | +61.5% | -17.2% | -24.3% |
| 10Y | +125.4% | +227.1% | -101.7% | -51.3% |
| All | +125.4% | +227.3% | -101.9% | -51.3% |
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 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