+379.5%
SE vs ACWI
+162.7%
+216.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | -1.3% |
| 7D | +3.3% | +0.3% | +3.0% | +2.8% |
| 30D | -18.2% | -2.8% | -15.3% | -14.2% |
| 3M | -31.3% | -3.2% | -28.1% | -27.7% |
| 6M | -10.1% | +1.3% | -11.4% | -12.6% |
| YTD | -38.9% | +11.2% | -50.1% | -48.9% |
| 1Y | -48.0% | +13.8% | -61.8% | -58.1% |
| 3Y | +78.8% | +76.2% | +2.6% | -30.0% |
| 5Y | -77.1% | +59.5% | -136.6% | -88.4% |
| All | +379.5% | +162.7% | +216.8% | +30.7% |
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