+579.1%
AU vs XYL
+15.7%
+563.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.3% | +1.2% | -5.5% | -4.5% |
| 30D | +7.3% | -11.9% | +19.3% | +10.0% |
| 3M | +26.3% | -1.5% | +27.9% | +25.9% |
| 6M | +1.8% | -11.9% | +13.7% | +3.6% |
| YTD | +26.8% | -20.6% | +47.4% | +29.7% |
| 1Y | +66.7% | -23.5% | +90.2% | +71.8% |
| 3Y | +579.1% | +14.9% | +564.2% | +546.6% |
| All | +579.1% | +15.7% | +563.4% | +546.6% |
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