+179.2%
XLE vs ACWI
+224.5%
-45.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.3% |
| 7D | +5.4% | +2.4% | +3.0% | +2.9% |
| 30D | -3.9% | -1.7% | -2.3% | -2.7% |
| 3M | +7.0% | -3.9% | +10.9% | +10.7% |
| 6M | +14.2% | +0.8% | +13.4% | +11.5% |
| YTD | +48.2% | +11.0% | +37.1% | +28.9% |
| 1Y | +47.7% | +13.1% | +34.6% | +25.8% |
| 3Y | +70.0% | +73.9% | -3.9% | -11.9% |
| 5Y | +169.1% | +59.0% | +110.1% | +53.0% |
| All | +179.2% | +224.5% | -45.3% | -27.9% |
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