+285.6%
APH vs XYL
+8.6%
+277.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +2.0% |
| 7D | +5.0% | -5.0% | +10.0% | +7.9% |
| 30D | -3.9% | -13.2% | +9.3% | +3.9% |
| 3M | +13.0% | -3.7% | +16.7% | +13.4% |
| 6M | +25.2% | -17.7% | +42.8% | +38.3% |
| YTD | +22.9% | -21.5% | +44.5% | +39.2% |
| 1Y | +47.8% | -24.5% | +72.3% | +71.4% |
| All | +285.6% | +8.6% | +277.1% | +255.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling