-31.6%
ACI vs XYL
-0.5%
-31.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +2.3% | -3.7% | +6.0% | +2.7% |
| 30D | +1.2% | -8.3% | +9.6% | +2.0% |
| 3M | +6.8% | -21.4% | +28.2% | +8.8% |
| 6M | -18.7% | -12.9% | -5.8% | -17.8% |
| YTD | -20.2% | -30.1% | +9.9% | -17.6% |
| 1Y | -23.7% | -35.2% | +11.4% | -20.6% |
| 3Y | -31.6% | -0.8% | -30.9% | -35.7% |
| All | -31.6% | -0.5% | -31.2% | -35.7% |
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