+384.5%
ALAB vs XYL
-13.5%
+398.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.8% |
| 7D | +9.6% | +0.8% | +8.8% | +8.6% |
| 30D | -5.3% | -10.8% | +5.6% | +2.6% |
| 3M | -12.0% | -2.5% | -9.5% | -13.7% |
| 6M | +145.7% | -12.2% | +157.9% | +163.2% |
| YTD | +80.7% | -20.1% | +100.7% | +107.7% |
| 1Y | +40.1% | -20.6% | +60.8% | +62.9% |
| All | +384.5% | -13.5% | +398.0% | +438.3% |
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 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