+13.0%
APH vs XYL
-33.6%
+46.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.5% | +6.7% | +8.0% |
| 7D | +1.1% | +2.1% | -1.0% | +0.8% |
| 30D | -7.5% | -3.4% | -4.1% | -8.0% |
| 3M | -4.4% | -17.2% | +12.8% | +1.3% |
| 6M | +26.5% | -12.0% | +38.5% | +27.0% |
| YTD | +20.0% | -26.3% | +46.3% | +28.7% |
| All | +13.0% | -33.6% | +46.5% | +33.1% |
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