+134.9%
AS vs XYL
-10.3%
+145.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.6% |
| 7D | +6.9% | +5.9% | +1.1% | +4.0% |
| 30D | +16.0% | -3.9% | +19.9% | +16.9% |
| 3M | -12.8% | -18.7% | +5.8% | -3.9% |
| 6M | -15.4% | -16.9% | +1.5% | -8.2% |
| YTD | -15.7% | -27.4% | +11.6% | -2.1% |
| 1Y | +6.1% | -34.0% | +40.1% | +30.7% |
| All | +134.9% | -10.3% | +145.2% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling