-78.0%
SE vs ACWI
+54.8%
-132.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +2.0% | -2.4% | +4.4% | +7.0% |
| 30D | -20.0% | -5.2% | -14.8% | -11.0% |
| 3M | -31.8% | -4.8% | -26.9% | -24.9% |
| 6M | -15.9% | -1.3% | -14.6% | -14.9% |
| YTD | -40.6% | +8.4% | -49.0% | -50.6% |
| 1Y | -50.7% | +11.0% | -61.7% | -61.0% |
| 3Y | +70.3% | +70.6% | -0.3% | -51.5% |
| All | -78.0% | +54.8% | -132.8% | -91.0% |
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