+37.8%
AR vs XYL
+4.1%
+33.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -14.3% | +5.9% | -20.1% | -15.3% |
| 30D | +1.4% | -3.9% | +5.4% | +1.7% |
| 3M | +3.4% | -18.7% | +22.1% | +8.0% |
| 6M | -2.1% | -16.9% | +14.8% | +1.4% |
| YTD | +4.7% | -27.4% | +32.1% | +13.1% |
| 1Y | +10.6% | -34.0% | +44.6% | +25.1% |
| All | +37.8% | +4.1% | +33.7% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling