+6.1%
AS vs XYL
-34.3%
+40.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.3% |
| 7D | +6.9% | +5.9% | +1.1% | +4.8% |
| 30D | +16.0% | -3.9% | +19.9% | +16.2% |
| 3M | -12.8% | -18.7% | +5.8% | -6.1% |
| 6M | -15.4% | -16.9% | +1.5% | -10.3% |
| YTD | -15.7% | -27.4% | +11.6% | -7.7% |
| 1Y | +6.1% | -34.0% | +40.1% | +20.7% |
| All | +6.1% | -34.3% | +40.4% | +20.7% |
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