+38.6%
ALB vs XYL
+100.4%
-61.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -5.8% | -3.7% | -2.0% | -3.3% |
| 30D | -4.5% | -8.3% | +3.8% | -1.1% |
| 3M | -28.1% | -21.4% | -6.6% | -16.7% |
| 6M | -53.2% | -12.9% | -40.2% | -50.4% |
| YTD | -33.3% | -30.1% | -3.2% | -17.9% |
| 1Y | -17.4% | -35.2% | +17.7% | +7.5% |
| 3Y | -14.1% | -0.8% | -13.4% | -19.6% |
| 5Y | -64.0% | -23.2% | -40.8% | -60.1% |
| All | +38.6% | +100.4% | -61.8% | -9.2% |
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 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