+226.5%
UL vs ACWI
+356.8%
-130.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -1.3% | +0.5% | -1.8% | -1.7% |
| 30D | +0.5% | +0.9% | -0.4% | -0.1% |
| 3M | +17.6% | +2.4% | +15.2% | +15.4% |
| 6M | -5.4% | +12.4% | -17.7% | -12.6% |
| YTD | +0.7% | +15.2% | -14.5% | -8.5% |
| 1Y | -9.3% | +22.7% | -32.0% | -21.0% |
| 3Y | +24.5% | +75.8% | -51.2% | -15.7% |
| 5Y | +23.2% | +67.7% | -44.5% | -15.0% |
| 10Y | +64.5% | +229.0% | -164.5% | -30.3% |
| All | +226.5% | +356.8% | -130.3% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling