+99.4%
XYL vs ACM
+132.6%
-33.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -3.7% | +5.6% | -9.4% | -6.4% |
| 30D | -8.3% | +20.8% | -29.2% | -16.7% |
| 3M | -21.4% | +11.4% | -32.8% | -25.9% |
| 6M | -12.9% | +0.9% | -13.9% | -14.7% |
| YTD | -30.1% | -24.8% | -5.3% | -21.6% |
| 1Y | -35.2% | -46.4% | +11.3% | -13.2% |
| 3Y | -0.8% | -9.2% | +8.5% | -2.4% |
| 5Y | -23.2% | +5.0% | -28.2% | -30.6% |
| All | +99.4% | +132.6% | -33.2% | +17.6% |
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