+947.1%
AME vs XYL
+449.8%
+497.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.6% |
| 7D | +0.6% | -5.0% | +5.7% | +3.5% |
| 30D | -6.7% | -13.2% | +6.5% | +0.9% |
| 3M | +4.1% | -3.7% | +7.8% | +5.8% |
| 6M | +1.6% | -17.7% | +19.3% | +12.7% |
| YTD | +16.1% | -21.5% | +37.7% | +31.6% |
| 1Y | +27.3% | -24.5% | +51.8% | +47.3% |
| 3Y | +50.9% | +6.9% | +43.9% | +39.6% |
| 5Y | +81.4% | -18.1% | +99.4% | +91.2% |
| 10Y | +417.0% | +134.7% | +282.2% | +197.5% |
| All | +947.1% | +449.8% | +497.3% | +303.6% |
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