+372.3%
SE vs ACWI
+161.5%
+210.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.7% |
| 7D | 0.0% | -0.2% | +0.2% | +0.4% |
| 30D | -19.4% | -3.3% | -16.1% | -14.9% |
| 3M | -33.1% | -3.4% | -29.7% | -29.3% |
| 6M | -11.4% | +0.8% | -12.3% | -13.3% |
| YTD | -39.8% | +10.7% | -50.5% | -49.2% |
| 1Y | -50.5% | +11.6% | -62.1% | -58.8% |
| 3Y | +68.9% | +73.4% | -4.5% | -32.2% |
| 5Y | -77.1% | +60.2% | -137.3% | -88.4% |
| All | +372.3% | +161.5% | +210.9% | +29.8% |
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