+137.8%
AS vs XYL
-11.2%
+149.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.6% |
| 7D | +4.5% | +0.6% | +3.9% | +4.2% |
| 30D | +13.2% | -5.7% | +18.9% | +15.2% |
| 3M | -11.9% | -19.8% | +7.9% | -2.1% |
| 6M | -11.6% | -14.2% | +2.6% | -6.0% |
| YTD | -14.7% | -28.1% | +13.4% | -0.3% |
| 1Y | +5.7% | -35.0% | +40.7% | +31.4% |
| All | +137.8% | -11.2% | +149.0% | +130.5% |
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 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