+416.2%
AME vs XYL
+149.5%
+266.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.3% |
| 7D | 0.0% | -1.2% | +1.3% | +0.7% |
| 30D | -8.6% | -13.2% | +4.6% | -0.8% |
| 3M | +5.8% | -0.2% | +5.9% | +5.2% |
| 6M | +3.8% | -12.5% | +16.3% | +11.6% |
| YTD | +14.4% | -20.9% | +35.3% | +29.8% |
| 1Y | +25.8% | -21.6% | +47.3% | +43.1% |
| 3Y | +55.2% | +16.1% | +39.0% | +35.0% |
| 5Y | +85.5% | -15.6% | +101.1% | +92.8% |
| All | +416.2% | +149.5% | +266.7% | +183.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling