+288.0%
XLB vs ACWI
+330.1%
-42.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | +1.0% |
| 7D | -0.4% | -4.0% | +3.6% | +3.8% |
| 30D | +5.2% | -5.8% | +11.0% | +11.7% |
| 3M | -0.1% | -5.0% | +4.9% | +5.1% |
| 6M | +2.4% | +0.7% | +1.7% | +1.3% |
| YTD | +16.9% | +8.4% | +8.4% | +6.9% |
| 1Y | +25.0% | +10.1% | +14.9% | +12.6% |
| 3Y | +40.7% | +70.8% | -30.1% | -19.7% |
| 5Y | +31.6% | +55.4% | -23.8% | -17.3% |
| 10Y | +175.3% | +223.3% | -48.0% | -17.7% |
| All | +288.0% | +330.1% | -42.1% | -13.3% |
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