+31.1%
UL vs ACWI
+54.8%
-23.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.1% | -2.4% | +3.5% | +1.9% |
| 30D | +8.2% | -5.2% | +13.4% | +10.1% |
| 3M | +4.5% | -4.8% | +9.4% | +6.2% |
| 6M | +12.6% | -1.3% | +13.9% | +12.5% |
| YTD | +3.5% | +8.4% | -4.9% | -0.3% |
| 1Y | -0.4% | +11.0% | -11.5% | -5.0% |
| 3Y | +36.0% | +70.6% | -34.6% | +4.3% |
| All | +31.1% | +54.8% | -23.8% | +5.1% |
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