+159.3%
ALB vs XYL
+416.3%
-257.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.1% |
| 7D | +9.5% | +2.1% | +7.4% | +8.0% |
| 30D | -2.1% | -3.4% | +1.2% | -2.1% |
| 3M | -24.1% | -17.2% | -7.0% | -16.0% |
| 6M | -51.0% | -12.0% | -39.0% | -48.5% |
| YTD | -29.3% | -26.3% | -3.0% | -17.2% |
| 1Y | +3.2% | -33.5% | +36.6% | +29.5% |
| 3Y | -9.3% | +6.4% | -15.7% | -17.4% |
| 5Y | -61.6% | -20.9% | -40.7% | -58.2% |
| 10Y | +40.8% | +120.8% | -80.1% | -16.2% |
| All | +159.3% | +416.3% | -257.0% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling