+235.6%
UL vs ACWI
+330.0%
-94.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.1% | -2.4% | +3.5% | +2.5% |
| 30D | +8.2% | -5.2% | +13.4% | +11.6% |
| 3M | +4.5% | -4.8% | +9.4% | +7.5% |
| 6M | +12.6% | -1.3% | +13.9% | +12.6% |
| YTD | +3.5% | +8.4% | -4.9% | -2.6% |
| 1Y | -0.4% | +11.0% | -11.5% | -7.8% |
| 3Y | +36.0% | +70.6% | -34.6% | -6.5% |
| 5Y | +30.9% | +55.3% | -24.4% | -5.3% |
| 10Y | +97.5% | +223.2% | -125.7% | -15.9% |
| All | +235.6% | +330.0% | -94.3% | +10.6% |
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 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