+134.5%
AFL vs XYL
-15.8%
+150.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.3% | -1.2% | -2.0% | -3.0% |
| 30D | -5.0% | -13.2% | +8.2% | -1.0% |
| 3M | -1.8% | -0.2% | -1.6% | -2.2% |
| 6M | +4.8% | -12.5% | +17.3% | +8.5% |
| YTD | +5.4% | -20.9% | +26.3% | +12.2% |
| 1Y | +9.0% | -21.6% | +30.5% | +16.2% |
| 3Y | +63.0% | +16.1% | +46.9% | +47.1% |
| 5Y | +134.5% | -15.6% | +150.1% | +119.2% |
| All | +134.5% | -15.8% | +150.3% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling