+295.8%
AFL vs XYL
+150.5%
+145.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.6% | +1.2% | -2.8% | -2.3% |
| 30D | -4.0% | -11.9% | +7.9% | +1.7% |
| 3M | -0.5% | -1.5% | +1.0% | -0.5% |
| 6M | +6.5% | -11.9% | +18.4% | +11.8% |
| YTD | +6.2% | -20.6% | +26.8% | +16.5% |
| 1Y | +8.3% | -23.5% | +31.8% | +20.8% |
| 3Y | +62.5% | +14.9% | +47.7% | +41.6% |
| 5Y | +136.2% | -15.3% | +151.5% | +137.9% |
| All | +295.8% | +150.5% | +145.4% | +135.0% |
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