+87.3%
ALB vs XYL
+140.7%
-53.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.0% |
| 7D | -8.6% | +0.8% | -9.4% | -9.1% |
| 30D | -4.0% | -10.8% | +6.8% | +4.1% |
| 3M | -17.4% | -2.5% | -14.8% | -17.1% |
| 6M | -25.4% | -12.2% | -13.2% | -19.2% |
| YTD | -10.5% | -20.1% | +9.5% | +2.6% |
| 1Y | +75.8% | -20.6% | +96.5% | +101.9% |
| 3Y | -28.5% | +17.3% | -45.8% | -39.1% |
| 5Y | -45.1% | -14.5% | -30.6% | -42.1% |
| 10Y | +87.3% | +150.2% | -62.9% | +6.0% |
| All | +87.3% | +140.7% | -53.4% | +6.0% |
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