+166.1%
APA vs XYL
-14.7%
+180.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.1% | +0.7% |
| 7D | -1.7% | +1.8% | -3.5% | -2.4% |
| 30D | +15.7% | -9.2% | +25.0% | +20.0% |
| 3M | +16.5% | -0.3% | +16.7% | +15.3% |
| 6M | +35.1% | -11.0% | +46.1% | +39.6% |
| YTD | +82.2% | -19.2% | +101.4% | +95.8% |
| 1Y | +102.5% | -21.2% | +123.7% | +119.7% |
| 3Y | +10.3% | +18.6% | -8.3% | -3.2% |
| 5Y | +166.1% | -14.3% | +180.4% | +203.8% |
| All | +166.1% | -14.7% | +180.8% | +203.8% |
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 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