+1.8%
AA vs XYL
-36.5%
+38.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +5.3% | -6.0% | +11.3% | +6.9% |
| 30D | -2.3% | -8.3% | +6.0% | -1.5% |
| 3M | -20.8% | -22.6% | +1.8% | -14.2% |
| 6M | -39.8% | -15.0% | -24.8% | -37.9% |
| YTD | -23.3% | -30.2% | +6.9% | -21.8% |
| 1Y | +1.8% | -36.4% | +38.2% | +25.3% |
| All | +1.8% | -36.5% | +38.3% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling