+3,037.4%
APO vs XYL
+449.8%
+2,587.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.6% |
| 7D | -1.0% | -5.0% | +4.0% | +2.1% |
| 30D | +3.5% | -13.2% | +16.7% | +12.7% |
| 3M | +4.5% | -3.7% | +8.2% | +6.6% |
| 6M | +22.8% | -17.7% | +40.5% | +36.7% |
| YTD | -6.5% | -21.5% | +15.0% | +6.8% |
| 1Y | +0.8% | -24.5% | +25.3% | +17.9% |
| 3Y | +62.0% | +6.9% | +55.0% | +51.6% |
| 5Y | +138.2% | -18.1% | +156.3% | +156.4% |
| 10Y | +940.3% | +134.7% | +805.6% | +524.4% |
| All | +3,037.4% | +449.8% | +2,587.6% | +1,274.4% |
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