+174.2%
EXPE vs ACWI
+76.1%
+98.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.6% |
| 7D | -9.5% | +0.5% | -10.0% | -10.1% |
| 30D | -6.6% | +0.9% | -7.5% | -7.7% |
| 3M | +31.4% | +2.4% | +29.0% | +26.9% |
| 6M | +35.2% | +12.4% | +22.8% | +14.0% |
| YTD | +5.8% | +15.2% | -9.4% | -13.7% |
| 1Y | +38.7% | +22.7% | +16.0% | +3.1% |
| All | +174.2% | +76.1% | +98.0% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling