+0.8%
APO vs XYL
-23.4%
+24.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | -1.0% | -5.0% | +4.0% | +1.0% |
| 30D | +3.5% | -13.2% | +16.7% | +9.3% |
| 3M | +4.5% | -3.7% | +8.2% | +6.5% |
| 6M | +22.8% | -17.7% | +40.5% | +32.0% |
| YTD | -6.5% | -21.5% | +15.0% | +2.3% |
| 1Y | +0.8% | -24.5% | +25.3% | +13.5% |
| All | +0.8% | -23.4% | +24.2% | +13.5% |
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 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