+589.4%
SE vs ACWI
+172.0%
+417.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -6.1% | +0.5% | -6.6% | -6.9% |
| 30D | -2.5% | +0.9% | -3.3% | -3.8% |
| 3M | +21.7% | +2.4% | +19.3% | +16.8% |
| 6M | +27.0% | +12.4% | +14.6% | +4.3% |
| YTD | -12.1% | +15.2% | -27.3% | -30.4% |
| 1Y | -40.9% | +22.7% | -63.6% | -57.9% |
| 3Y | +191.0% | +75.8% | +115.2% | +15.0% |
| 5Y | -68.3% | +67.7% | -136.0% | -85.1% |
| All | +589.4% | +172.0% | +417.4% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling