+478.0%
ACN vs XYL
+389.1%
+88.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -0.9% |
| 7D | -5.7% | -6.0% | +0.3% | -3.1% |
| 30D | +17.0% | -8.3% | +25.3% | +21.1% |
| 3M | +39.9% | -22.6% | +62.5% | +56.1% |
| 6M | +50.2% | -15.0% | +65.2% | +60.3% |
| YTD | -4.2% | -30.2% | +26.0% | +11.1% |
| 1Y | +4.3% | -36.4% | +40.7% | +26.3% |
| 3Y | -17.1% | -0.9% | -16.2% | -20.7% |
| 5Y | -26.5% | -23.4% | -3.1% | -22.1% |
| 10Y | +147.7% | +100.9% | +46.8% | +67.2% |
| All | +478.0% | +389.1% | +88.9% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling