+285.2%
APH vs XYL
-23.3%
+308.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +4.9% | -3.7% | +8.6% | +6.8% |
| 30D | -5.4% | -8.3% | +2.9% | -3.2% |
| 3M | -5.5% | -21.4% | +16.0% | +5.1% |
| 6M | +25.9% | -12.9% | +38.8% | +30.5% |
| YTD | +16.4% | -30.1% | +46.4% | +36.7% |
| 1Y | +16.5% | -35.2% | +51.6% | +43.2% |
| 3Y | +270.9% | -0.8% | +271.6% | +251.5% |
| All | +285.2% | -23.3% | +308.5% | +306.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling