+94.8%
AUR vs XYL
+15.7%
+79.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.2% |
| 7D | +1.4% | +1.2% | +0.2% | +0.2% |
| 30D | -6.4% | -11.9% | +5.5% | +7.1% |
| 3M | +7.7% | -1.5% | +9.2% | +7.0% |
| 6M | +44.5% | -11.9% | +56.4% | +60.7% |
| YTD | +67.4% | -20.6% | +88.0% | +107.1% |
| 1Y | +15.4% | -23.5% | +39.0% | +50.3% |
| 3Y | +94.8% | +14.9% | +80.0% | +29.4% |
| All | +94.8% | +15.7% | +79.2% | +29.4% |
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