+9.1%
AON vs XYL
-15.8%
+24.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -5.9% | -1.2% | -4.6% | -5.5% |
| 30D | -13.7% | -13.2% | -0.5% | -9.9% |
| 3M | -8.3% | -0.2% | -8.1% | -8.4% |
| 6M | -3.6% | -12.5% | +8.9% | -0.1% |
| YTD | -12.4% | -20.9% | +8.5% | -6.4% |
| 1Y | -14.6% | -21.6% | +6.9% | -8.8% |
| 3Y | -5.7% | +16.1% | -21.9% | -16.0% |
| 5Y | +9.1% | -15.6% | +24.8% | +9.2% |
| All | +9.1% | -15.8% | +24.9% | +9.2% |
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 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