+1,278.0%
AAPL vs XYL
+150.5%
+1,127.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | +3.8% | +1.2% | +2.6% | +3.2% |
| 30D | +9.9% | -11.9% | +21.9% | +16.4% |
| 3M | +12.5% | -1.5% | +14.0% | +12.5% |
| 6M | +27.6% | -11.9% | +39.5% | +33.9% |
| YTD | +22.6% | -20.6% | +43.1% | +34.5% |
| 1Y | +45.0% | -23.5% | +68.5% | +61.9% |
| 3Y | +87.8% | +14.9% | +72.9% | +68.5% |
| 5Y | +128.7% | -15.3% | +144.0% | +131.6% |
| All | +1,278.0% | +150.5% | +1,127.5% | +820.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling