+5.6%
XYL vs ACM
-12.3%
+17.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +5.9% | +5.4% | +0.5% | +4.1% |
| 30D | -3.9% | +15.1% | -19.0% | -8.4% |
| 3M | -18.7% | -10.5% | -8.2% | -16.0% |
| 6M | -16.9% | -19.7% | +2.8% | -10.9% |
| YTD | -27.4% | -28.8% | +1.5% | -19.3% |
| 1Y | -34.0% | -47.9% | +13.9% | -15.8% |
| 3Y | +5.6% | -12.4% | +18.0% | +3.0% |
| All | +5.6% | -12.3% | +17.9% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling