+215.2%
XLY vs ACWI
+233.9%
-18.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.2% |
| 7D | -1.7% | -1.0% | -0.7% | -0.5% |
| 30D | -4.2% | -0.9% | -3.3% | -3.2% |
| 3M | -2.7% | +3.5% | -6.2% | -6.5% |
| 6M | -0.6% | +12.8% | -13.5% | -13.6% |
| YTD | -5.0% | +14.0% | -19.0% | -18.4% |
| 1Y | -4.1% | +19.2% | -23.3% | -21.7% |
| 3Y | +33.6% | +75.1% | -41.5% | -28.9% |
| 5Y | +28.7% | +68.6% | -39.9% | -27.6% |
| All | +215.2% | +233.9% | -18.7% | -7.6% |
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