+34.4%
UL vs ACWI
+75.0%
-40.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.5% | +2.7% | -5.2% | -2.9% |
| 30D | +5.7% | -2.6% | +8.3% | +6.0% |
| 3M | +7.0% | -3.2% | +10.2% | +7.4% |
| 6M | +16.1% | +1.9% | +14.2% | +15.3% |
| YTD | +3.6% | +11.3% | -7.8% | +1.2% |
| 1Y | -1.4% | +11.7% | -13.0% | -3.7% |
| All | +34.4% | +75.0% | -40.6% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling