-42.5%
ACI vs XYL
-23.5%
-19.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | -5.3% | -5.9% | +0.6% | -4.3% |
| 30D | +5.0% | -7.3% | +12.3% | +6.1% |
| 3M | +7.5% | -22.5% | +30.0% | +11.7% |
| 6M | -16.0% | -14.4% | -1.6% | -14.2% |
| YTD | -20.6% | -29.4% | +8.7% | -16.4% |
| 1Y | -23.5% | -35.6% | +12.1% | -18.0% |
| 3Y | -32.1% | +0.3% | -32.4% | -34.8% |
| 5Y | -42.5% | -22.3% | -20.2% | -45.6% |
| All | -42.5% | -23.5% | -19.0% | -45.6% |
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