+246.4%
XLF vs ACWI
+226.0%
+20.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +0.2% | +1.1% | -0.9% | -0.9% |
| 30D | -0.5% | -0.2% | -0.3% | -0.3% |
| 3M | +10.6% | +4.7% | +6.0% | +5.0% |
| 6M | +14.3% | +14.5% | -0.2% | -1.9% |
| YTD | +5.5% | +14.6% | -9.1% | -9.6% |
| 1Y | +9.6% | +21.4% | -11.9% | -12.1% |
| 3Y | +75.2% | +77.6% | -2.4% | -8.5% |
| 5Y | +65.5% | +68.1% | -2.6% | -8.0% |
| 10Y | +246.4% | +226.1% | +20.3% | -8.3% |
| All | +246.4% | +226.0% | +20.5% | -8.3% |
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 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