+12.4%
AA vs XYL
-15.4%
+27.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | -0.6% | +0.8% | -1.5% | -1.1% |
| 30D | -1.6% | -10.8% | +9.3% | +5.9% |
| 3M | -29.8% | -2.5% | -27.3% | -29.2% |
| 6M | -16.6% | -12.2% | -4.4% | -10.0% |
| YTD | -4.0% | -20.1% | +16.0% | +8.8% |
| 1Y | +63.5% | -20.6% | +84.2% | +86.8% |
| 3Y | +86.8% | +17.3% | +69.4% | +67.8% |
| 5Y | +12.4% | -14.5% | +26.9% | +6.3% |
| All | +12.4% | -15.4% | +27.8% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling