+134.0%
XLC vs ACWI
+151.1%
-17.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.8% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | -2.4% | -3.3% | +0.9% | +0.8% |
| 3M | -3.3% | -3.4% | +0.1% | -0.1% |
| 6M | -7.3% | +0.8% | -8.1% | -8.6% |
| YTD | -7.6% | +10.7% | -18.3% | -17.6% |
| 1Y | -3.7% | +11.6% | -15.3% | -14.9% |
| 3Y | +62.9% | +73.4% | -10.5% | -9.5% |
| 5Y | +41.6% | +60.2% | -18.5% | -14.1% |
| All | +134.0% | +151.1% | -17.1% | -9.3% |
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 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