+208.8%
XLE vs ACWI
+356.8%
-148.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +2.2% | +0.5% | +1.7% | +1.6% |
| 30D | +11.8% | +0.9% | +10.9% | +10.6% |
| 3M | +9.8% | +2.4% | +7.4% | +6.0% |
| 6M | +15.6% | +12.4% | +3.2% | -0.7% |
| YTD | +45.3% | +15.2% | +30.1% | +21.1% |
| 1Y | +48.3% | +22.7% | +25.6% | +14.7% |
| 3Y | +55.4% | +75.8% | -20.3% | -21.3% |
| 5Y | +216.1% | +67.7% | +148.4% | +65.6% |
| 10Y | +178.4% | +229.0% | -50.6% | -30.7% |
| All | +208.8% | +356.8% | -148.0% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling