+396.3%
XLP vs ACWI
+356.8%
+39.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -0.9% | +0.9% | -1.7% | -1.3% |
| 3M | +3.8% | +2.4% | +1.4% | +2.3% |
| 6M | -1.7% | +12.4% | -14.1% | -7.9% |
| YTD | +10.3% | +15.2% | -4.9% | +1.9% |
| 1Y | +7.8% | +22.7% | -14.9% | -3.8% |
| 3Y | +27.2% | +75.8% | -48.6% | -6.9% |
| 5Y | +32.5% | +67.7% | -35.2% | -1.5% |
| 10Y | +101.8% | +229.0% | -127.2% | +4.6% |
| All | +396.3% | +356.8% | +39.5% | +112.0% |
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