+144.3%
AR vs XYL
-14.7%
+159.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.8% |
| 7D | -1.8% | +1.8% | -3.6% | -2.5% |
| 30D | +12.6% | -9.2% | +21.8% | +16.3% |
| 3M | +10.0% | -0.3% | +10.3% | +9.2% |
| 6M | +0.6% | -11.0% | +11.6% | +3.7% |
| YTD | +13.4% | -19.2% | +32.6% | +20.9% |
| 1Y | +21.7% | -21.2% | +42.9% | +31.0% |
| 3Y | +45.8% | +18.6% | +27.2% | +29.8% |
| 5Y | +144.3% | -14.3% | +158.6% | +163.5% |
| All | +144.3% | -14.7% | +159.0% | +163.5% |
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