+287.0%
XLB vs ACWI
+356.8%
-69.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | +0.5% | -1.9% | -1.9% |
| 30D | -0.4% | +0.9% | -1.2% | -1.3% |
| 3M | +2.0% | +2.4% | -0.4% | -0.7% |
| 6M | +1.8% | +12.4% | -10.5% | -10.0% |
| YTD | +16.6% | +15.2% | +1.4% | +0.5% |
| 1Y | +16.9% | +22.7% | -5.8% | -5.6% |
| 3Y | +32.6% | +75.8% | -43.2% | -26.4% |
| 5Y | +35.6% | +67.7% | -32.1% | -21.0% |
| 10Y | +160.0% | +229.0% | -69.0% | -23.6% |
| All | +287.0% | +356.8% | -69.8% | -18.5% |
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 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