+672.3%
AU vs XYL
+150.5%
+521.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -4.3% | +1.2% | -5.5% | -4.4% |
| 30D | +7.3% | -11.9% | +19.3% | +9.0% |
| 3M | +26.3% | -1.5% | +27.9% | +26.3% |
| 6M | +1.8% | -11.9% | +13.7% | +3.2% |
| YTD | +26.8% | -20.6% | +47.4% | +29.6% |
| 1Y | +66.7% | -23.5% | +90.2% | +71.2% |
| 3Y | +579.1% | +14.9% | +564.2% | +563.7% |
| 5Y | +689.3% | -15.3% | +704.6% | +677.9% |
| All | +672.3% | +150.5% | +521.8% | +787.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling