+3.0%
AS vs XYL
-36.1%
+39.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -1.8% |
| 7D | -3.0% | -5.9% | +2.9% | -0.8% |
| 30D | +9.6% | -7.3% | +16.8% | +11.2% |
| 3M | -8.2% | -22.5% | +14.3% | +1.1% |
| 6M | -9.9% | -14.4% | +4.5% | -6.4% |
| YTD | -16.8% | -29.4% | +12.6% | -7.9% |
| 1Y | +3.0% | -35.6% | +38.6% | +18.3% |
| All | +3.0% | -36.1% | +39.1% | +18.3% |
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