-21.1%
ACHR vs XYL
+16.4%
-37.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -4.6% |
| 7D | -2.7% | +0.8% | -3.5% | -3.4% |
| 30D | -12.1% | -10.8% | -1.3% | -1.4% |
| 3M | +3.4% | -2.5% | +5.9% | +3.3% |
| 6M | -15.6% | -12.2% | -3.5% | -6.2% |
| YTD | -26.9% | -20.1% | -6.8% | -10.2% |
| 1Y | -34.8% | -20.6% | -14.1% | -18.6% |
| All | -21.1% | +16.4% | -37.5% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling