-2.1%
EME vs XYL
-30.7%
+28.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.0% | -14.6% | -10.1% |
| 7D | -5.8% | +14.5% | -20.3% | -7.7% |
| 30D | -17.9% | -1.3% | -16.6% | -18.0% |
| 3M | -22.0% | -17.0% | -5.0% | -18.8% |
| 6M | -29.7% | -11.3% | -18.4% | -29.6% |
| YTD | +4.7% | -25.0% | +29.7% | +7.8% |
| 1Y | -2.1% | -31.5% | +29.4% | +9.5% |
| All | -2.1% | -30.7% | +28.6% | +9.5% |
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