+951.2%
AME vs XYL
+403.7%
+547.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +1.3% |
| 7D | -4.1% | +0.6% | -4.7% | -4.7% |
| 30D | -4.1% | -5.7% | +1.6% | -2.7% |
| 3M | -5.6% | -19.8% | +14.2% | +4.5% |
| 6M | +2.8% | -14.2% | +17.0% | +9.2% |
| YTD | +16.6% | -28.1% | +44.7% | +35.9% |
| 1Y | +21.1% | -35.0% | +56.1% | +49.4% |
| 3Y | +61.1% | +2.1% | +59.0% | +50.1% |
| 5Y | +76.6% | -22.1% | +98.7% | +87.8% |
| 10Y | +431.3% | +107.0% | +324.4% | +220.8% |
| All | +951.2% | +403.7% | +547.5% | +316.8% |
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 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