-44.0%
ACHR vs XYL
-15.8%
-28.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | 0.0% |
| 7D | -5.4% | -1.2% | -4.1% | -4.3% |
| 30D | -19.7% | -13.2% | -6.6% | -8.9% |
| 3M | +7.9% | -0.2% | +8.1% | +5.9% |
| 6M | -13.8% | -12.5% | -1.3% | -4.8% |
| YTD | -27.5% | -20.9% | -6.6% | -12.3% |
| 1Y | -33.9% | -21.6% | -12.4% | -18.9% |
| 3Y | -20.0% | +16.1% | -36.1% | -29.6% |
| 5Y | -44.0% | -15.6% | -28.4% | -46.0% |
| All | -44.0% | -15.8% | -28.2% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling