-3.5%
APA vs XYL
+152.1%
-155.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.0% | +3.7% |
| 7D | +0.3% | +0.8% | -0.5% | -0.3% |
| 30D | +9.3% | -10.8% | +20.2% | +17.3% |
| 3M | +23.3% | -2.5% | +25.9% | +23.4% |
| 6M | +39.5% | -12.2% | +51.7% | +47.8% |
| YTD | +87.6% | -20.1% | +107.7% | +109.8% |
| 1Y | +114.2% | -20.6% | +134.9% | +139.8% |
| 3Y | +13.6% | +17.3% | -3.8% | -6.9% |
| 5Y | +175.6% | -14.5% | +190.1% | +179.7% |
| All | -3.5% | +152.1% | -155.5% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling