+123.4%
AS vs XYL
-13.7%
+137.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -4.9% | -3.7% | -1.1% | -3.0% |
| 30D | +3.9% | -8.3% | +12.2% | +7.3% |
| 3M | -9.6% | -21.4% | +11.8% | +1.5% |
| 6M | -8.7% | -12.9% | +4.3% | -4.1% |
| YTD | -19.8% | -30.1% | +10.2% | -5.0% |
| 1Y | -1.5% | -35.2% | +33.6% | +22.1% |
| All | +123.4% | -13.7% | +137.1% | +119.7% |
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 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