+53.0%
XLY vs ACWI
+76.1%
-23.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -1.4% |
| 7D | -1.1% | -0.7% | -0.4% | -0.4% |
| 30D | +7.8% | -2.0% | +9.8% | +10.3% |
| 3M | +1.7% | -2.2% | +3.8% | +4.2% |
| 6M | +1.8% | +1.9% | -0.1% | -0.6% |
| YTD | +2.0% | +12.0% | -10.0% | -11.4% |
| 1Y | +1.8% | +12.5% | -10.7% | -12.0% |
| All | +53.0% | +76.1% | -23.0% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling