+363.5%
SE vs ACWI
+162.3%
+201.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.6% |
| 7D | -0.5% | +2.4% | -2.9% | -4.4% |
| 30D | -20.9% | -1.7% | -19.3% | -18.8% |
| 3M | -38.9% | -3.9% | -35.0% | -34.9% |
| 6M | -19.4% | +0.8% | -20.2% | -21.0% |
| YTD | -40.9% | +11.0% | -52.0% | -50.5% |
| 1Y | -46.2% | +13.1% | -59.3% | -56.2% |
| 3Y | +63.7% | +73.9% | -10.2% | -34.6% |
| 5Y | -77.9% | +59.0% | -137.0% | -88.8% |
| All | +363.5% | +162.3% | +201.2% | +26.6% |
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