Institutional Investor Performance Data
Here we track and analyse the performance of many of the largest and most highly respected institutional investors
The purpose of this analysis is to know what appears to be working and not working over long time horizons in portfolios owned by endowments, foundations, pensions, sovereign wealth funds and family offices
Top 12 Endowments’ Alpha Trend
This table shows our estimates of the alpha or outperformance of 12 of the largest US university endowments. Alpha is calculated against each endowment’s apparent risk-adjusted investible and non-investible benchmarks over 1, 3, 5 and 10-year periods ending 30 June 2024. The attached downloadable whitepaper provides the detailed analysis for the 10 years ending 30 June 2023 (so one year out of date).
