+66.0%
UL vs ACWI
+226.7%
-160.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -1.3% | +0.5% | -1.8% | -1.6% |
| 30D | +0.5% | +0.9% | -0.4% | 0.0% |
| 3M | +17.6% | +2.4% | +15.2% | +15.8% |
| 6M | -5.4% | +12.4% | -17.7% | -11.4% |
| YTD | +0.7% | +15.2% | -14.5% | -7.1% |
| 1Y | -9.3% | +22.7% | -32.0% | -19.3% |
| 3Y | +24.5% | +75.8% | -51.2% | -11.5% |
| 5Y | +23.2% | +67.7% | -44.5% | -10.6% |
| All | +66.0% | +226.7% | -160.7% | -28.0% |
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 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