+146.7%
XEL vs ACWI
+226.0%
-79.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +1.3% | +1.1% | +0.2% | +0.8% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | -0.2% | +4.7% | -4.9% | -2.6% |
| 6M | -5.4% | +14.5% | -19.9% | -12.0% |
| YTD | +5.6% | +14.6% | -9.0% | -2.0% |
| 1Y | +10.5% | +21.4% | -11.0% | -0.7% |
| 3Y | +49.2% | +77.6% | -28.4% | +7.3% |
| 5Y | +30.1% | +68.1% | -38.0% | -4.7% |
| 10Y | +146.7% | +226.1% | -79.4% | +10.5% |
| All | +146.7% | +226.0% | -79.3% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling