-18.4%
APTV vs XYL
+150.5%
-168.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -5.0% | +1.2% | -6.2% | -6.1% |
| 30D | -6.1% | -11.9% | +5.9% | +3.3% |
| 3M | -33.0% | -1.5% | -31.4% | -33.1% |
| 6M | -35.2% | -11.9% | -23.3% | -29.9% |
| YTD | -40.1% | -20.6% | -19.6% | -30.3% |
| 1Y | -45.6% | -23.5% | -22.1% | -34.7% |
| 3Y | -54.4% | +14.9% | -69.2% | -60.4% |
| 5Y | -68.9% | -15.3% | -53.6% | -66.7% |
| All | -18.4% | +150.5% | -168.9% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling