+152.9%
XYL vs ACM
+131.8%
+21.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.3% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | -9.2% | -12.9% | +3.7% | -3.7% |
| 3M | -0.3% | -6.4% | +6.1% | +1.9% |
| 6M | -11.0% | -29.2% | +18.3% | +3.8% |
| YTD | -19.2% | -29.9% | +10.7% | -6.2% |
| 1Y | -21.2% | -47.3% | +26.1% | +5.2% |
| 3Y | +18.6% | -19.6% | +38.2% | +24.6% |
| 5Y | -14.3% | +5.5% | -19.8% | -22.4% |
| All | +152.9% | +131.8% | +21.1% | +49.2% |
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