+27.9%
APD vs XYL
-17.7%
+45.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.1% |
| 7D | -2.2% | -5.0% | +2.8% | -0.2% |
| 30D | +2.1% | -13.2% | +15.3% | +8.0% |
| 3M | +7.2% | -3.7% | +10.9% | +8.2% |
| 6M | +11.2% | -17.7% | +28.9% | +19.6% |
| YTD | +24.4% | -21.5% | +45.9% | +35.9% |
| 1Y | +6.7% | -24.5% | +31.2% | +18.5% |
| 3Y | +9.2% | +6.9% | +2.3% | +1.0% |
| All | +27.9% | -17.7% | +45.6% | +19.2% |
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