+440.7%
AME vs XYL
+100.4%
+340.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +5.9% | -3.7% | +9.6% | +8.1% |
| 30D | -1.9% | -8.3% | +6.4% | +1.1% |
| 3M | -5.4% | -21.4% | +16.1% | +6.4% |
| 6M | +4.9% | -12.9% | +17.9% | +10.6% |
| YTD | +18.5% | -30.1% | +48.5% | +41.1% |
| 1Y | +25.5% | -35.2% | +60.6% | +56.4% |
| 3Y | +63.0% | -0.8% | +63.8% | +52.5% |
| 5Y | +78.3% | -23.2% | +101.5% | +91.6% |
| All | +440.7% | +100.4% | +340.3% | +234.7% |
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 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