+365.7%
SE vs ACWI
+156.0%
+209.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +2.0% | -2.4% | +4.4% | +6.1% |
| 30D | -20.0% | -5.2% | -14.8% | -12.7% |
| 3M | -31.8% | -4.8% | -26.9% | -26.2% |
| 6M | -15.9% | -1.3% | -14.6% | -14.7% |
| YTD | -40.6% | +8.4% | -49.0% | -48.2% |
| 1Y | -50.7% | +11.0% | -61.7% | -58.6% |
| 3Y | +70.3% | +70.6% | -0.3% | -29.7% |
| 5Y | -78.8% | +55.3% | -134.1% | -88.8% |
| All | +365.7% | +156.0% | +209.7% | +32.5% |
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