+43.8%
XLU vs ACWI
+67.2%
-23.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.4% | -0.6% | +0.1% | -0.2% |
| 3M | -1.7% | +4.3% | -6.0% | -3.8% |
| 6M | -7.1% | +12.7% | -19.8% | -12.6% |
| YTD | +1.9% | +13.9% | -12.0% | -4.8% |
| 1Y | +6.1% | +20.5% | -14.4% | -3.7% |
| 3Y | +48.8% | +76.5% | -27.8% | +9.4% |
| 5Y | +43.8% | +67.5% | -23.7% | +2.9% |
| All | +43.8% | +67.2% | -23.4% | +2.9% |
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 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