+75.9%
AG vs XYL
-14.9%
+90.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.1% | +2.6% |
| 7D | -0.1% | +0.8% | -0.9% | -0.6% |
| 30D | +12.5% | -10.8% | +23.3% | +19.1% |
| 3M | +28.2% | -2.5% | +30.7% | +29.0% |
| 6M | -18.8% | -12.2% | -6.7% | -13.9% |
| YTD | +27.4% | -20.1% | +47.5% | +40.7% |
| 1Y | +132.2% | -20.6% | +152.8% | +157.7% |
| 3Y | +286.9% | +17.3% | +269.5% | +246.0% |
| All | +75.9% | -14.9% | +90.8% | +72.0% |
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 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