+674.3%
XEL vs ACWI
+330.0%
+344.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -0.2% | -2.4% | +2.2% | +0.9% |
| 30D | +10.0% | -5.2% | +15.2% | +12.7% |
| 3M | +4.3% | -4.8% | +9.2% | +6.7% |
| 6M | +0.5% | -1.3% | +1.8% | +0.7% |
| YTD | +10.4% | +8.4% | +2.0% | +5.4% |
| 1Y | +2.0% | +11.0% | -9.0% | -3.8% |
| 3Y | +45.6% | +70.6% | -25.0% | +9.4% |
| 5Y | +46.6% | +55.3% | -8.7% | +14.3% |
| 10Y | +168.3% | +223.2% | -54.9% | +42.0% |
| All | +674.3% | +330.0% | +344.3% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling