+678.6%
AU vs XYL
-16.2%
+694.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.3% |
| 3M | +26.3% | -1.5% | +27.9% | +26.2% |
| 6M | +1.8% | -11.9% | +13.7% | +4.2% |
| YTD | +26.8% | -20.6% | +47.4% | +31.7% |
| 1Y | +66.7% | -23.5% | +90.2% | +74.6% |
| 3Y | +579.1% | +14.9% | +564.2% | +539.2% |
| All | +678.6% | -16.2% | +694.9% | +596.6% |
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 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