+15.9%
AJG vs XYL
-30.7%
+46.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.0% | +0.5% | +4.1% |
| 7D | +10.7% | +14.5% | -3.8% | +7.0% |
| 30D | +26.9% | -1.3% | +28.2% | +26.8% |
| 3M | +16.6% | -17.0% | +33.5% | +21.3% |
| 6M | +40.1% | -11.3% | +51.5% | +44.0% |
| YTD | +12.4% | -25.0% | +37.4% | +21.6% |
| 1Y | +15.9% | -31.5% | +47.5% | +26.5% |
| All | +15.9% | -30.7% | +46.6% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling