+226.8%
ACWI vs XYL
+135.4%
+91.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | +0.5% | -5.0% | +5.5% | +2.7% |
| 30D | +0.9% | -13.2% | +14.1% | +7.0% |
| 3M | +2.4% | -3.7% | +6.1% | +3.5% |
| 6M | +12.4% | -17.7% | +30.1% | +21.2% |
| YTD | +15.2% | -21.5% | +36.7% | +26.2% |
| 1Y | +22.7% | -24.5% | +47.2% | +36.7% |
| 3Y | +75.8% | +6.9% | +68.8% | +64.7% |
| 5Y | +67.7% | -18.1% | +85.8% | +72.6% |
| All | +226.8% | +135.4% | +91.4% | +116.6% |
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