+117.1%
AA vs XYL
+149.5%
-32.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.0% |
| 7D | -5.4% | -1.2% | -4.1% | -4.4% |
| 30D | -10.7% | -13.2% | +2.5% | 0.0% |
| 3M | -26.2% | -0.2% | -26.0% | -27.0% |
| 6M | -20.9% | -12.5% | -8.4% | -12.7% |
| YTD | -8.6% | -20.9% | +12.2% | +7.9% |
| 1Y | +57.4% | -21.6% | +78.9% | +87.7% |
| 3Y | +77.8% | +16.1% | +61.7% | +51.3% |
| 5Y | +2.7% | -15.6% | +18.3% | +11.3% |
| All | +117.1% | +149.5% | -32.4% | +3.8% |
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