+7.7%
AS vs XYL
-33.6%
+41.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.7% | +2.6% |
| 7D | +5.8% | +2.1% | +3.8% | +5.1% |
| 30D | +15.4% | -3.4% | +18.7% | +15.3% |
| 3M | -11.9% | -17.2% | +5.3% | -5.7% |
| 6M | -9.9% | -12.0% | +2.1% | -7.1% |
| YTD | -13.1% | -26.3% | +13.2% | -5.3% |
| All | +7.7% | -33.6% | +41.2% | +22.2% |
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