-41.9%
ACN vs XYL
+18.1%
-60.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -5.1% |
| 7D | -4.8% | +1.8% | -6.6% | -5.4% |
| 30D | +1.9% | -9.2% | +11.1% | +5.1% |
| 3M | +3.9% | -0.3% | +4.1% | +4.2% |
| 6M | -15.0% | -11.0% | -4.1% | -12.1% |
| YTD | -31.9% | -19.2% | -12.7% | -27.1% |
| 1Y | -28.5% | -21.2% | -7.3% | -22.9% |
| 3Y | -41.9% | +18.6% | -60.5% | -49.5% |
| All | -41.9% | +18.1% | -60.0% | -49.5% |
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