+216.7%
ACWI vs XYL
+129.0%
+87.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.9% |
| 7D | -2.4% | +5.9% | -8.2% | -4.7% |
| 30D | -5.2% | -3.9% | -1.3% | -4.6% |
| 3M | -4.8% | -18.7% | +13.9% | +2.5% |
| 6M | -1.3% | -16.9% | +15.6% | +4.8% |
| YTD | +8.4% | -27.4% | +35.7% | +21.2% |
| 1Y | +11.0% | -34.0% | +45.0% | +29.5% |
| 3Y | +70.6% | +5.6% | +65.0% | +58.8% |
| 5Y | +55.3% | -20.6% | +75.9% | +60.0% |
| All | +216.7% | +129.0% | +87.7% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling