-68.8%
AAOX vs XYL
-10.2%
-58.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.0% | +12.5% | +8.7% |
| 7D | -2.5% | -5.0% | +2.5% | -6.9% |
| 30D | -41.1% | -13.2% | -27.9% | -48.4% |
| 3M | -84.7% | -3.7% | -81.0% | -85.3% |
| All | -68.8% | -10.2% | -58.6% | -66.2% |
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 · Available span rolling