+3,395.1%
APH vs XYL
+449.8%
+2,945.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +2.0% |
| 7D | +5.0% | -5.0% | +10.0% | +7.8% |
| 30D | -3.9% | -13.2% | +9.3% | +3.6% |
| 3M | +13.0% | -3.7% | +16.7% | +14.2% |
| 6M | +25.2% | -17.7% | +42.8% | +37.8% |
| YTD | +22.9% | -21.5% | +44.5% | +38.5% |
| 1Y | +47.8% | -24.5% | +72.3% | +70.0% |
| 3Y | +283.0% | +6.9% | +276.1% | +262.1% |
| 5Y | +349.7% | -18.1% | +367.7% | +378.2% |
| 10Y | +1,061.2% | +134.7% | +926.5% | +617.2% |
| All | +3,395.1% | +449.8% | +2,945.4% | +1,323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling