+193.1%
APD vs XYL
+100.4%
+92.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.8% | -3.7% | +7.6% | +5.6% |
| 30D | +8.2% | -8.3% | +16.5% | +11.5% |
| 3M | +4.3% | -21.4% | +25.7% | +15.4% |
| 6M | +4.7% | -12.9% | +17.6% | +9.6% |
| YTD | +31.5% | -30.1% | +61.6% | +51.7% |
| 1Y | +23.5% | -35.2% | +58.7% | +48.1% |
| 3Y | +29.1% | -0.8% | +29.9% | +21.9% |
| 5Y | +15.9% | -23.2% | +39.1% | +21.9% |
| All | +193.1% | +100.4% | +92.7% | +87.6% |
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 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