+248.5%
ALAB vs XYL
-22.2%
+270.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.7% |
| 7D | -7.5% | +0.6% | -8.1% | -7.7% |
| 30D | -36.8% | -5.7% | -31.1% | -36.9% |
| 3M | -31.9% | -19.8% | -12.1% | -24.0% |
| 6M | +8.2% | -14.2% | +22.4% | +11.3% |
| YTD | +29.9% | -28.1% | +58.0% | +54.0% |
| 1Y | +24.4% | -35.0% | +59.4% | +64.7% |
| All | +248.5% | -22.2% | +270.7% | +299.1% |
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