-28.3%
APTV vs XYL
+100.4%
-128.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | -1.7% | -3.7% | +2.0% | +1.0% |
| 30D | -11.6% | -8.3% | -3.3% | -7.4% |
| 3M | -21.2% | -21.4% | +0.2% | -7.4% |
| 6M | -28.5% | -12.9% | -15.6% | -23.1% |
| YTD | -49.1% | -30.1% | -19.0% | -36.0% |
| 1Y | -52.2% | -35.2% | -17.0% | -36.1% |
| 3Y | -48.6% | -0.8% | -47.9% | -51.3% |
| 5Y | -77.3% | -23.2% | -54.0% | -74.2% |
| All | -28.3% | +100.4% | -128.7% | -52.4% |
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 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