+115.5%
EXPE vs ACWI
+219.0%
-103.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.8% |
| 7D | -9.3% | -2.4% | -7.0% | -5.6% |
| 30D | +0.1% | -5.2% | +5.3% | +8.2% |
| 3M | -15.3% | -4.8% | -10.5% | -9.1% |
| 6M | +5.5% | -1.3% | +6.8% | +6.8% |
| YTD | -8.0% | +8.4% | -16.4% | -18.6% |
| 1Y | +18.9% | +11.0% | +7.8% | +2.0% |
| 3Y | +135.5% | +70.6% | +65.0% | +11.5% |
| 5Y | +44.3% | +55.3% | -11.0% | -20.0% |
| All | +115.5% | +219.0% | -103.5% | -51.8% |
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