+54.5%
AR vs XYL
+113.6%
-59.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.8% |
| 7D | -5.8% | +0.6% | -6.4% | -6.3% |
| 30D | +4.8% | -5.7% | +10.5% | +6.3% |
| 3M | +1.5% | -19.8% | +21.3% | +11.6% |
| 6M | +4.7% | -14.2% | +18.9% | +9.8% |
| YTD | +9.2% | -28.1% | +37.3% | +24.4% |
| 1Y | +11.2% | -35.0% | +46.2% | +34.1% |
| 3Y | +46.2% | +2.1% | +44.2% | +32.4% |
| 5Y | +98.1% | -22.1% | +120.2% | +107.9% |
| 10Y | +54.5% | +107.0% | -52.4% | -6.2% |
| All | +54.5% | +113.6% | -59.1% | -6.2% |
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