-68.8%
APTV vs XYL
-15.8%
-53.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.4% |
| 7D | -1.8% | -1.2% | -0.6% | -1.1% |
| 30D | -7.9% | -13.2% | +5.3% | +2.2% |
| 3M | -29.9% | -0.2% | -29.8% | -30.9% |
| 6M | -36.6% | -12.5% | -24.1% | -31.1% |
| YTD | -40.0% | -20.9% | -19.1% | -29.9% |
| 1Y | -44.0% | -21.6% | -22.5% | -34.2% |
| 3Y | -54.5% | +16.1% | -70.7% | -61.6% |
| 5Y | -68.8% | -15.6% | -53.2% | -71.1% |
| All | -68.8% | -15.8% | -53.0% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling