+28.1%
XLY vs ACWI
+66.6%
-38.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.3% |
| 3M | -2.7% | +4.3% | -7.0% | -7.8% |
| 6M | -1.5% | +12.7% | -14.1% | -15.6% |
| YTD | -5.4% | +13.9% | -19.4% | -20.3% |
| 1Y | -3.8% | +20.5% | -24.3% | -24.7% |
| 3Y | +36.6% | +76.5% | -39.9% | -35.0% |
| All | +28.1% | +66.6% | -38.4% | -33.3% |
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