+130.7%
AA vs XYL
+449.8%
-319.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -0.6% |
| 7D | -0.7% | -5.0% | +4.4% | +3.1% |
| 30D | +5.0% | -13.2% | +18.2% | +16.6% |
| 3M | -35.8% | -3.7% | -32.1% | -34.6% |
| 6M | -18.4% | -17.7% | -0.7% | -6.3% |
| YTD | -5.5% | -21.5% | +16.0% | +11.0% |
| 1Y | +61.0% | -24.5% | +85.5% | +95.2% |
| 3Y | +66.2% | +6.9% | +59.3% | +54.0% |
| 5Y | +11.4% | -18.1% | +29.5% | +22.5% |
| 10Y | +116.9% | +134.7% | -17.8% | +16.8% |
| All | +130.7% | +449.8% | -319.1% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling