+262.1%
APH vs XYL
+5.2%
+256.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.3% | +5.0% |
| 7D | -5.9% | +5.9% | -11.8% | -8.3% |
| 30D | -14.8% | -3.9% | -10.9% | -15.0% |
| 3M | -12.4% | -18.7% | +6.3% | -4.5% |
| 6M | +8.1% | -16.9% | +24.9% | +15.1% |
| YTD | +10.9% | -27.4% | +38.3% | +27.5% |
| 1Y | +8.8% | -34.0% | +42.8% | +33.0% |
| 3Y | +262.1% | +5.6% | +256.5% | +226.5% |
| All | +262.1% | +5.2% | +256.8% | +226.5% |
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