+439.0%
XLP vs ACWI
+330.1%
+108.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | +1.2% |
| 7D | +3.5% | -4.0% | +7.5% | +5.6% |
| 30D | +11.6% | -5.8% | +17.4% | +14.8% |
| 3M | +7.6% | -5.0% | +12.7% | +10.3% |
| 6M | +10.0% | +0.7% | +9.3% | +9.0% |
| YTD | +19.7% | +8.4% | +11.3% | +13.9% |
| 1Y | +23.5% | +10.1% | +13.3% | +16.4% |
| 3Y | +44.0% | +70.8% | -26.8% | +6.7% |
| 5Y | +42.7% | +55.4% | -12.7% | +10.1% |
| 10Y | +131.3% | +223.3% | -92.0% | +20.9% |
| All | +439.0% | +330.1% | +108.9% | +136.9% |
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