+8.6%
ALB vs XYL
-30.7%
+39.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.0% | +0.3% | +5.0% |
| 7D | -2.1% | +14.5% | -16.6% | -2.8% |
| 30D | -9.0% | -1.3% | -7.7% | -9.8% |
| 3M | -21.1% | -17.0% | -4.2% | -19.6% |
| 6M | -49.9% | -11.3% | -38.6% | -50.1% |
| YTD | -32.3% | -25.0% | -7.3% | -32.3% |
| 1Y | +8.6% | -31.5% | +40.2% | +10.3% |
| All | +8.6% | -30.7% | +39.3% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling