+311.2%
XLF vs ACWI
+341.2%
-29.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.2% | -1.7% |
| 7D | +0.7% | +0.3% | +0.4% | +0.3% |
| 30D | +6.0% | -2.8% | +8.8% | +9.5% |
| 3M | +1.0% | -3.2% | +4.2% | +4.7% |
| 6M | +14.0% | +1.3% | +12.7% | +11.2% |
| YTD | +7.2% | +11.2% | -4.0% | -7.3% |
| 1Y | +11.6% | +13.8% | -2.2% | -6.2% |
| 3Y | +81.2% | +76.2% | +5.0% | -12.8% |
| 5Y | +57.9% | +59.5% | -1.6% | -14.6% |
| 10Y | +234.4% | +222.2% | +12.2% | -26.8% |
| All | +311.2% | +341.2% | -29.9% | -34.4% |
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