+39.5%
EXPE vs ACWI
+54.8%
-15.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.8% |
| 7D | -9.3% | -2.4% | -7.0% | -5.4% |
| 30D | +0.1% | -5.2% | +5.3% | +8.6% |
| 3M | -15.3% | -4.8% | -10.5% | -8.7% |
| 6M | +5.5% | -1.3% | +6.8% | +6.8% |
| YTD | -8.0% | +8.4% | -16.4% | -19.5% |
| 1Y | +18.9% | +11.0% | +7.8% | +0.4% |
| 3Y | +135.5% | +70.6% | +65.0% | +1.2% |
| All | +39.5% | +54.8% | -15.3% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling