+33.0%
XLY vs ACWI
+75.1%
-42.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.0% | -0.6% | -5.4% | -5.4% |
| 3M | -2.7% | +4.3% | -7.0% | -7.5% |
| 6M | -1.5% | +12.7% | -14.1% | -14.9% |
| YTD | -5.4% | +13.9% | -19.4% | -19.6% |
| 1Y | -3.8% | +20.5% | -24.3% | -23.8% |
| All | +33.0% | +75.1% | -42.1% | -34.7% |
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