+41.4%
XLB vs ACWI
+70.4%
-29.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | +0.4% |
| 7D | -0.4% | -4.0% | +3.6% | +3.1% |
| 30D | +5.2% | -5.8% | +11.0% | +10.7% |
| 3M | -0.1% | -5.0% | +4.9% | +4.3% |
| 6M | +2.4% | +0.7% | +1.7% | +1.4% |
| YTD | +16.9% | +8.4% | +8.4% | +8.1% |
| 1Y | +25.0% | +10.1% | +14.9% | +14.0% |
| All | +41.4% | +70.4% | -29.0% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling