+29.7%
XYL vs ALC
+30.4%
-0.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.3% |
| 7D | -3.7% | -1.1% | -2.6% | -3.3% |
| 30D | -8.3% | +16.0% | -24.4% | -14.1% |
| 3M | -21.4% | +0.8% | -22.2% | -21.8% |
| 6M | -12.9% | +16.8% | -29.8% | -19.0% |
| YTD | -30.1% | -5.5% | -24.6% | -29.2% |
| 1Y | -35.2% | -5.3% | -29.9% | -34.5% |
| 3Y | -0.8% | +4.1% | -4.8% | -7.4% |
| 5Y | -23.2% | -7.1% | -16.2% | -25.4% |
| All | +29.7% | +30.4% | -0.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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