+136.0%
XLC vs ACWI
+151.9%
-15.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.3% |
| 7D | +3.7% | +2.4% | +1.3% | +1.2% |
| 30D | -1.9% | -1.7% | -0.3% | -0.4% |
| 3M | -3.1% | -3.9% | +0.8% | +0.7% |
| 6M | -6.4% | +0.8% | -7.2% | -7.7% |
| YTD | -6.8% | +11.0% | -17.9% | -17.1% |
| 1Y | -1.7% | +13.1% | -14.8% | -14.3% |
| 3Y | +64.7% | +73.9% | -9.2% | -8.8% |
| 5Y | +41.1% | +59.0% | -17.9% | -13.8% |
| All | +136.0% | +151.9% | -15.8% | -8.8% |
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