+66.7%
AU vs XYL
-21.4%
+88.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.3% | +1.2% | -5.5% | -4.7% |
| 30D | +7.3% | -11.9% | +19.3% | +11.7% |
| 3M | +26.3% | -1.5% | +27.9% | +24.1% |
| 6M | +1.8% | -11.9% | +13.7% | +3.9% |
| YTD | +26.8% | -20.6% | +47.4% | +22.8% |
| 1Y | +66.7% | -23.5% | +90.2% | +60.2% |
| All | +66.7% | -21.4% | +88.1% | +60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling