+107.0%
XYL vs ACM
+133.7%
-26.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.7% |
| 7D | +0.6% | +6.6% | -6.0% | -2.6% |
| 30D | -5.7% | +19.8% | -25.5% | -13.8% |
| 3M | -19.8% | -3.1% | -16.7% | -19.4% |
| 6M | -14.2% | -11.5% | -2.7% | -10.6% |
| YTD | -28.1% | -24.7% | -3.4% | -19.6% |
| 1Y | -35.0% | -45.1% | +10.1% | -14.7% |
| 3Y | +2.1% | -8.9% | +11.0% | +0.4% |
| 5Y | -22.1% | +5.4% | -27.5% | -29.4% |
| 10Y | +107.0% | +131.1% | -24.1% | +21.9% |
| All | +107.0% | +133.7% | -26.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling