+27.2%
AG vs XYL
+466.0%
-438.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -2.2% |
| 7D | +4.5% | +1.8% | +2.7% | +3.7% |
| 30D | +12.9% | -9.2% | +22.1% | +17.3% |
| 3M | +20.9% | -0.3% | +21.2% | +20.7% |
| 6M | -19.5% | -11.0% | -8.6% | -16.0% |
| YTD | +24.8% | -19.2% | +44.0% | +34.9% |
| 1Y | +120.2% | -21.2% | +141.4% | +140.8% |
| 3Y | +279.0% | +18.6% | +260.4% | +250.6% |
| 5Y | +67.9% | -14.3% | +82.2% | +71.9% |
| 10Y | +57.5% | +141.0% | -83.5% | +1.4% |
| All | +27.2% | +466.0% | -438.8% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling