+35.8%
XLC vs ACWI
+54.8%
-19.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +4.9% | -2.4% | +7.2% | +7.3% |
| 30D | -5.8% | -5.2% | -0.6% | -0.7% |
| 3M | -5.4% | -4.8% | -0.6% | -0.8% |
| 6M | -10.2% | -1.3% | -8.9% | -9.6% |
| YTD | -10.2% | +8.4% | -18.6% | -18.5% |
| 1Y | -5.6% | +11.0% | -16.6% | -16.7% |
| 3Y | +61.0% | +70.6% | -9.6% | -13.7% |
| All | +35.8% | +54.8% | -19.0% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling