-44.0%
ACI vs XYL
-15.4%
-28.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | -5.0% | +0.8% | -5.9% | -5.2% |
| 30D | -2.3% | -10.8% | +8.5% | -0.6% |
| 3M | -23.2% | -2.5% | -20.6% | -22.9% |
| 6M | -29.5% | -12.2% | -17.3% | -28.2% |
| YTD | -28.6% | -20.1% | -8.5% | -26.2% |
| 1Y | -34.0% | -20.6% | -13.4% | -31.8% |
| 3Y | -45.0% | +17.3% | -62.3% | -48.2% |
| 5Y | -44.0% | -14.5% | -29.5% | -50.3% |
| All | -44.0% | -15.4% | -28.6% | -50.3% |
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