+44.1%
AA vs XYL
+100.1%
-56.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.6% |
| 7D | +5.3% | -6.0% | +11.3% | +10.4% |
| 30D | -2.3% | -8.3% | +6.0% | +1.8% |
| 3M | -20.8% | -22.6% | +1.8% | -5.7% |
| 6M | -39.8% | -15.0% | -24.8% | -34.0% |
| YTD | -23.3% | -30.2% | +6.9% | -2.9% |
| 1Y | +1.8% | -36.4% | +38.2% | +39.7% |
| 3Y | +69.5% | -0.9% | +70.4% | +59.4% |
| 5Y | -18.0% | -23.4% | +5.4% | -6.6% |
| All | +44.1% | +100.1% | -56.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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