+249.6%
ALAB vs XYL
-20.3%
+269.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.5% | +12.3% | +13.1% |
| 7D | -5.6% | +2.1% | -7.6% | -6.4% |
| 30D | -36.6% | -3.4% | -33.3% | -37.3% |
| 3M | -35.1% | -17.2% | -17.9% | -28.7% |
| 6M | +8.5% | -12.0% | +20.6% | +10.5% |
| YTD | +30.4% | -26.3% | +56.7% | +52.9% |
| 1Y | +31.0% | -33.5% | +64.5% | +71.9% |
| All | +249.6% | -20.3% | +269.9% | +296.2% |
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