+236.1%
ALNY vs XYL
+150.5%
+85.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -6.5% | +1.2% | -7.8% | -7.1% |
| 30D | +11.0% | -11.9% | +23.0% | +17.6% |
| 3M | -14.1% | -1.5% | -12.5% | -12.9% |
| 6M | -22.4% | -11.9% | -10.5% | -17.4% |
| YTD | -37.5% | -20.6% | -16.9% | -30.6% |
| 1Y | -46.9% | -23.5% | -23.4% | -40.2% |
| 3Y | +22.1% | +14.9% | +7.2% | +13.2% |
| 5Y | +31.2% | -15.3% | +46.5% | +35.0% |
| All | +236.1% | +150.5% | +85.6% | +72.1% |
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 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