+127.5%
XLP vs ACWI
+219.2%
-91.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | +1.3% |
| 7D | +3.5% | -4.0% | +7.5% | +5.7% |
| 30D | +11.6% | -5.8% | +17.4% | +15.0% |
| 3M | +7.6% | -5.0% | +12.7% | +10.4% |
| 6M | +10.0% | +0.7% | +9.3% | +8.9% |
| YTD | +19.7% | +8.4% | +11.3% | +13.3% |
| 1Y | +23.5% | +10.1% | +13.3% | +15.8% |
| 3Y | +44.0% | +70.8% | -26.8% | +2.3% |
| 5Y | +42.7% | +55.4% | -12.7% | +6.7% |
| All | +127.5% | +219.2% | -91.6% | +2.5% |
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