+120.4%
AS vs XYL
-3.1%
+123.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.7% |
| 7D | -4.9% | -5.0% | +0.2% | -2.1% |
| 30D | -19.6% | -13.2% | -6.4% | -13.0% |
| 3M | -14.4% | -3.7% | -10.7% | -13.3% |
| 6M | -20.1% | -17.7% | -2.4% | -11.3% |
| YTD | -20.9% | -21.5% | +0.6% | -10.4% |
| 1Y | -21.9% | -24.5% | +2.6% | -9.5% |
| All | +120.4% | -3.1% | +123.5% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling