+4.1%
ACN vs XYL
-36.2%
+40.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -3.8% | -3.7% | -0.1% | -2.8% |
| 30D | +16.5% | -8.3% | +24.9% | +19.6% |
| 3M | +41.5% | -21.4% | +62.9% | +51.4% |
| 6M | +60.1% | -12.9% | +73.0% | +69.3% |
| YTD | -3.9% | -30.1% | +26.1% | +8.1% |
| 1Y | +4.1% | -35.2% | +39.2% | +21.9% |
| All | +4.1% | -36.2% | +40.3% | +21.9% |
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