+459.5%
AJG vs XYL
+150.5%
+309.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -8.3% | +1.2% | -9.5% | -8.8% |
| 30D | -5.7% | -11.9% | +6.3% | -0.7% |
| 3M | +9.1% | -1.5% | +10.6% | +9.5% |
| 6M | +15.2% | -11.9% | +27.1% | +20.5% |
| YTD | -6.3% | -20.6% | +14.3% | +2.1% |
| 1Y | -19.1% | -23.5% | +4.4% | -10.6% |
| 3Y | +8.2% | +14.9% | -6.6% | -2.9% |
| 5Y | +75.6% | -15.3% | +90.9% | +76.9% |
| All | +459.5% | +150.5% | +309.0% | +237.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling