-32.7%
ACI vs XYL
-21.4%
-11.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | -3.7% | +1.2% | -4.9% | -3.7% |
| 30D | +0.6% | -11.9% | +12.5% | +0.9% |
| 3M | -20.3% | -1.5% | -18.8% | -19.7% |
| 6M | -24.7% | -11.9% | -12.8% | -24.2% |
| YTD | -27.2% | -20.6% | -6.6% | -24.9% |
| 1Y | -32.7% | -23.5% | -9.2% | -30.4% |
| All | -32.7% | -21.4% | -11.3% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling