+17.7%
ACI vs XYL
+85.0%
-67.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -7.1% | -1.2% | -5.8% | -6.9% |
| 30D | -4.5% | -13.2% | +8.7% | -2.3% |
| 3M | -22.3% | -0.2% | -22.1% | -22.3% |
| 6M | -28.4% | -12.5% | -15.9% | -27.0% |
| YTD | -29.5% | -20.9% | -8.6% | -26.9% |
| 1Y | -34.2% | -21.6% | -12.7% | -31.8% |
| 3Y | -45.7% | +16.1% | -61.8% | -48.7% |
| 5Y | -40.8% | -15.6% | -25.2% | -43.0% |
| All | +17.7% | +85.0% | -67.3% | -3.4% |
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 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