+234.4%
XLF vs ACWI
+226.8%
+7.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.2% | -1.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.4% |
| 30D | +6.0% | -2.8% | +8.8% | +9.1% |
| 3M | +1.0% | -3.2% | +4.2% | +4.3% |
| 6M | +14.0% | +1.3% | +12.7% | +11.6% |
| YTD | +7.2% | +11.2% | -4.0% | -5.5% |
| 1Y | +11.6% | +13.8% | -2.2% | -4.0% |
| 3Y | +81.2% | +76.2% | +5.0% | -5.0% |
| 5Y | +57.9% | +59.5% | -1.6% | -7.2% |
| 10Y | +234.4% | +222.2% | +12.2% | -8.5% |
| All | +234.4% | +226.8% | +7.6% | -8.5% |
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 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