+152.2%
XLE vs ACWI
+55.1%
+97.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -0.8% |
| 7D | -10.3% | -4.0% | -6.3% | -8.2% |
| 30D | -3.3% | -5.8% | +2.5% | 0.0% |
| 3M | +8.2% | -5.0% | +13.2% | +11.1% |
| 6M | +5.0% | +0.7% | +4.3% | +3.4% |
| YTD | +40.6% | +8.4% | +32.1% | +30.7% |
| 1Y | +45.0% | +10.1% | +34.9% | +33.2% |
| 3Y | +56.3% | +70.8% | -14.4% | +2.9% |
| 5Y | +152.2% | +55.4% | +96.9% | +77.3% |
| All | +152.2% | +55.1% | +97.2% | +77.3% |
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 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