+225.5%
AU vs XYL
+459.9%
-234.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | +12.3% | -10.8% | +23.1% | +14.6% |
| 3M | +29.4% | -2.5% | +31.9% | +29.7% |
| 6M | +3.2% | -12.2% | +15.4% | +5.4% |
| YTD | +31.8% | -20.1% | +51.9% | +36.3% |
| 1Y | +83.4% | -20.6% | +104.1% | +90.0% |
| 3Y | +623.1% | +17.3% | +605.8% | +593.4% |
| 5Y | +700.5% | -14.5% | +715.0% | +698.5% |
| 10Y | +717.6% | +150.2% | +567.4% | +529.5% |
| All | +225.5% | +459.9% | -234.4% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling