+333.6%
XLU vs ACWI
+356.8%
-23.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.5% |
| 30D | -1.3% | +0.9% | -2.2% | -1.9% |
| 3M | -1.3% | +2.4% | -3.7% | -3.0% |
| 6M | -7.6% | +12.4% | -20.0% | -14.3% |
| YTD | +2.3% | +15.2% | -12.9% | -6.6% |
| 1Y | +5.8% | +22.7% | -16.9% | -7.1% |
| 3Y | +50.5% | +75.8% | -25.2% | +5.5% |
| 5Y | +44.1% | +67.7% | -23.6% | +2.7% |
| 10Y | +138.2% | +229.0% | -90.8% | +11.0% |
| All | +333.6% | +356.8% | -23.3% | +51.8% |
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