+99.3%
UL vs ACWI
+226.8%
-127.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.4% |
| 7D | +0.3% | +0.3% | -0.1% | 0.0% |
| 30D | +7.0% | -2.8% | +9.8% | +8.4% |
| 3M | +5.8% | -3.2% | +9.0% | +7.3% |
| 6M | +16.1% | +1.3% | +14.8% | +14.7% |
| YTD | +4.5% | +11.2% | -6.7% | -2.0% |
| 1Y | -1.3% | +13.8% | -15.1% | -8.6% |
| 3Y | +35.0% | +76.2% | -41.2% | -4.5% |
| 5Y | +31.9% | +59.5% | -27.5% | -1.6% |
| 10Y | +99.3% | +222.2% | -122.9% | -14.5% |
| All | +99.3% | +226.8% | -127.6% | -14.5% |
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