+198.9%
XLE vs ACWI
+330.1%
-131.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | +1.2% |
| 7D | -10.3% | -4.0% | -6.3% | -6.4% |
| 30D | -3.3% | -5.8% | +2.5% | +2.8% |
| 3M | +8.2% | -5.0% | +13.2% | +13.6% |
| 6M | +5.0% | +0.7% | +4.3% | +2.2% |
| YTD | +40.6% | +8.4% | +32.1% | +24.4% |
| 1Y | +45.0% | +10.1% | +34.9% | +26.0% |
| 3Y | +56.3% | +70.8% | -14.4% | -18.7% |
| 5Y | +152.2% | +55.4% | +96.9% | +43.0% |
| 10Y | +173.0% | +223.3% | -50.3% | -31.4% |
| All | +198.9% | +330.1% | -131.2% | -46.5% |
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