+264.1%
AG vs XYL
+15.2%
+248.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.3% |
| 7D | -5.8% | -1.2% | -4.6% | -5.2% |
| 30D | +6.4% | -13.2% | +19.5% | +14.3% |
| 3M | +28.4% | -0.2% | +28.5% | +27.2% |
| 6M | -24.5% | -12.5% | -12.0% | -19.8% |
| YTD | +21.2% | -20.9% | +42.1% | +34.1% |
| 1Y | +114.1% | -21.6% | +135.7% | +138.3% |
| All | +264.1% | +15.2% | +248.9% | +202.2% |
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 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