-65.3%
AAOX vs XYL
-7.5%
-57.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.0% | +8.2% | +13.5% |
| 7D | +15.2% | +1.8% | +13.4% | +16.7% |
| 30D | -40.3% | -9.2% | -31.1% | -45.7% |
| 3M | -81.2% | -0.3% | -80.9% | -81.6% |
| All | -65.3% | -7.5% | -57.8% | -61.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling