+951.3%
APH vs XYL
+129.6%
+821.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.5% | +6.7% | +7.4% |
| 7D | +1.1% | +2.1% | -1.0% | -0.2% |
| 30D | -7.5% | -3.4% | -4.1% | -7.7% |
| 3M | -4.4% | -17.2% | +12.8% | +3.6% |
| 6M | +26.5% | -12.0% | +38.5% | +31.5% |
| YTD | +20.0% | -26.3% | +46.3% | +37.6% |
| 1Y | +16.9% | -33.5% | +50.3% | +42.3% |
| 3Y | +288.5% | +6.4% | +282.1% | +257.5% |
| 5Y | +310.3% | -20.9% | +331.2% | +335.6% |
| 10Y | +951.3% | +120.8% | +830.4% | +597.9% |
| All | +951.3% | +129.6% | +821.7% | +597.9% |
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