Portfolio return
—
since first snapshot
Benchmark return
—
since first snapshot
Alpha
—
portfolio − benchmark
Liquid AUM
—
latest snapshot
CAGR
—
annualised, selected window
YTD Return
—
liquid portfolio, Jan 1 base
Max Drawdown
—
peak-to-trough, selected window
Cumulative Return (rebased to 0%)
Liquid Portfolio
Benchmark
Benchmark composition loading…
Why vs. benchmark
Sleeve Weightyou / bench. Returnyou / bench. Allocation Selection Total
Allocation: being over- or under-weight a sleeve, measured against how that sleeve's benchmark did relative to the benchmark as a whole. Selection: what your holdings earned against the sleeve's own benchmark ETF, at the weight you held (includes the interaction term). Currency moves sit inside both, since the benchmark ETFs are euro-quoted and unhedged like most of the book. Each snapshot period is attributed separately and linked, so allocation + selection + unexplained adds up to the alpha above. € figures are the effect on the capital at work in each period, summed. Click a sleeve for its holdings.
Snapshot History ›
Date Liquid AUM (€) Net flow Return (TWR) Bench. Return Alpha BM Prices