+19.2%
AR vs XYL
-21.7%
+40.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | 0.0% |
| 7D | -1.3% | -1.2% | -0.1% | -1.5% |
| 30D | +3.5% | -13.2% | +16.7% | +1.2% |
| 3M | +9.9% | -0.2% | +10.1% | +10.0% |
| 6M | +4.5% | -12.5% | +17.0% | +4.0% |
| YTD | +13.7% | -20.9% | +34.6% | +13.2% |
| 1Y | +19.2% | -21.6% | +40.8% | +22.4% |
| All | +19.2% | -21.7% | +40.9% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling