+620.2%
ADI vs XYL
+100.4%
+519.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.9% |
| 7D | +9.5% | -3.7% | +13.2% | +11.9% |
| 30D | -1.4% | -8.3% | +6.9% | +1.6% |
| 3M | +4.7% | -21.4% | +26.2% | +18.2% |
| 6M | -7.4% | -12.9% | +5.5% | -2.6% |
| YTD | +48.1% | -30.1% | +78.1% | +76.8% |
| 1Y | +69.6% | -35.2% | +104.8% | +112.6% |
| 3Y | +144.4% | -0.8% | +145.1% | +132.6% |
| 5Y | +134.1% | -23.2% | +157.4% | +154.9% |
| All | +620.2% | +100.4% | +519.8% | +379.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling