+85.2%
AME vs XYL
-15.4%
+100.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.1% |
| 7D | +1.3% | +0.8% | +0.5% | +0.9% |
| 30D | -6.6% | -10.8% | +4.3% | -1.4% |
| 3M | +3.0% | -2.5% | +5.5% | +3.8% |
| 6M | +5.3% | -12.2% | +17.5% | +11.5% |
| YTD | +15.4% | -20.1% | +35.5% | +27.2% |
| 1Y | +26.8% | -20.6% | +47.5% | +40.1% |
| 3Y | +56.5% | +17.3% | +39.2% | +39.2% |
| 5Y | +85.2% | -14.5% | +99.7% | +80.8% |
| All | +85.2% | -15.4% | +100.7% | +80.8% |
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