+16.4%
APH vs XYL
-30.7%
+47.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.0% | -11.1% | -6.7% |
| 7D | -2.4% | +14.5% | -16.9% | -4.4% |
| 30D | -9.5% | -1.3% | -8.1% | -10.2% |
| 3M | -7.6% | -17.0% | +9.3% | -1.6% |
| 6M | +12.4% | -11.3% | +23.7% | +13.3% |
| YTD | +17.5% | -25.0% | +42.5% | +25.9% |
| 1Y | +16.4% | -31.5% | +48.0% | +36.8% |
| All | +16.4% | -30.7% | +47.1% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling