+8.2%
AJG vs XYL
+15.7%
-7.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -8.3% | +1.2% | -9.5% | -8.5% |
| 30D | -5.7% | -11.9% | +6.3% | -3.0% |
| 3M | +9.1% | -1.5% | +10.6% | +9.6% |
| 6M | +15.2% | -11.9% | +27.1% | +18.3% |
| YTD | -6.3% | -20.6% | +14.3% | -1.5% |
| 1Y | -19.1% | -23.5% | +4.4% | -14.4% |
| 3Y | +8.2% | +14.9% | -6.6% | +5.9% |
| All | +8.2% | +15.7% | -7.4% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling