-22.6%
XYL vs ABCL
-26.2%
+3.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -3.7% | -3.3% | -0.4% | -3.5% |
| 30D | -8.3% | -7.1% | -1.2% | -8.2% |
| 3M | -21.4% | +4.7% | -26.2% | -22.6% |
| 6M | -12.9% | +140.9% | -153.8% | -22.6% |
| YTD | -30.1% | +236.0% | -266.0% | -40.7% |
| 1Y | -35.2% | +217.4% | -252.6% | -44.7% |
| 3Y | -0.8% | +188.7% | -189.5% | -19.5% |
| All | -22.6% | -26.2% | +3.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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