+33.8%
UL vs ACWI
+58.7%
-24.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | +1.1% | +2.4% | -1.3% | +0.3% |
| 30D | +4.5% | -1.7% | +6.2% | +5.0% |
| 3M | +6.5% | -3.9% | +10.4% | +7.8% |
| 6M | +18.2% | +0.8% | +17.4% | +17.3% |
| YTD | +4.7% | +11.0% | -6.4% | 0.0% |
| 1Y | +0.8% | +13.1% | -12.3% | -4.5% |
| 3Y | +35.9% | +73.9% | -38.0% | +3.5% |
| All | +33.8% | +58.7% | -24.9% | +6.6% |
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