+64.1%
XLI vs ACWI
+54.8%
+9.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -2.4% | -0.5% | -0.7% |
| 30D | -3.1% | -5.2% | +2.1% | +1.7% |
| 3M | -11.7% | -4.8% | -6.9% | -7.7% |
| 6M | -7.6% | -1.3% | -6.2% | -6.6% |
| YTD | +5.7% | +8.4% | -2.7% | -2.0% |
| 1Y | +7.8% | +11.0% | -3.2% | -2.2% |
| 3Y | +67.4% | +70.6% | -3.2% | +2.8% |
| All | +64.1% | +54.8% | +9.3% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling