+0.3%
AG vs XYL
-23.3%
+23.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -10.0% | -3.7% | -6.2% | -8.3% |
| 30D | -10.5% | -8.3% | -2.2% | -8.2% |
| 3M | -27.3% | -21.4% | -5.8% | -19.4% |
| 6M | -43.0% | -12.9% | -30.0% | -40.3% |
| YTD | -17.9% | -30.1% | +12.2% | -4.7% |
| 1Y | +11.9% | -35.2% | +47.1% | +35.0% |
| 3Y | +201.8% | -0.8% | +202.6% | +187.0% |
| All | +0.3% | -23.3% | +23.6% | +15.7% |
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