-42.5%
ALB vs XYL
-14.7%
-27.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.3% | +0.5% |
| 7D | -4.4% | +1.8% | -6.2% | -5.6% |
| 30D | -1.2% | -9.2% | +8.0% | +5.5% |
| 3M | -13.3% | -0.3% | -13.0% | -14.7% |
| 6M | -19.8% | -11.0% | -8.8% | -14.2% |
| YTD | -7.9% | -19.2% | +11.3% | +4.4% |
| 1Y | +60.2% | -21.2% | +81.4% | +84.6% |
| 3Y | -26.4% | +18.6% | -45.0% | -38.8% |
| 5Y | -42.5% | -14.3% | -28.2% | -40.7% |
| All | -42.5% | -14.7% | -27.8% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling