+115.9%
EXPE vs ACWI
+220.7%
-104.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.4% |
| 7D | -11.2% | -0.2% | -11.0% | -10.4% |
| 30D | -7.5% | -3.3% | -4.2% | -2.8% |
| 3M | -19.1% | -3.4% | -15.7% | -14.9% |
| 6M | +10.7% | +0.8% | +9.9% | +9.0% |
| YTD | -9.9% | +10.7% | -20.6% | -22.6% |
| 1Y | -4.6% | +11.6% | -16.2% | -18.9% |
| 3Y | +116.8% | +73.4% | +43.4% | +0.1% |
| 5Y | +38.6% | +60.2% | -21.6% | -26.4% |
| 10Y | +115.9% | +221.6% | -105.7% | -52.4% |
| All | +115.9% | +220.7% | -104.8% | -52.4% |
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