+133.7%
AS vs XYL
-8.3%
+142.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | +7.1% | +10.2% | -3.1% | +2.1% |
| 30D | +12.8% | -4.3% | +17.1% | +14.1% |
| 3M | -14.7% | -17.8% | +3.1% | -6.3% |
| 6M | -9.9% | -13.4% | +3.4% | -4.5% |
| YTD | -16.1% | -25.7% | +9.6% | -3.6% |
| 1Y | +0.2% | -32.7% | +32.8% | +22.3% |
| All | +133.7% | -8.3% | +142.0% | +122.9% |
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