+963.2%
AME vs XYL
+389.1%
+574.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | +8.1% | -6.0% | +14.1% | +11.7% |
| 30D | -3.8% | -8.3% | +4.5% | -0.9% |
| 3M | -6.6% | -22.6% | +16.0% | +5.4% |
| 6M | +4.6% | -15.0% | +19.6% | +11.6% |
| YTD | +17.9% | -30.2% | +48.1% | +39.6% |
| 1Y | +23.2% | -36.4% | +59.6% | +53.7% |
| 3Y | +62.9% | -0.9% | +63.8% | +54.2% |
| 5Y | +77.5% | -23.4% | +100.9% | +90.3% |
| 10Y | +444.7% | +100.9% | +343.8% | +234.1% |
| All | +963.2% | +389.1% | +574.1% | +328.2% |
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