-19.8%
XYL vs ALC
-13.1%
-6.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +4.9% | +3.4% |
| 7D | +1.8% | -3.7% | +5.5% | +2.6% |
| 30D | -9.2% | -3.7% | -5.5% | -8.4% |
| 3M | -0.3% | +4.6% | -4.8% | -1.0% |
| 6M | -11.0% | -14.6% | +3.6% | -9.1% |
| YTD | -19.2% | -11.9% | -7.3% | -17.8% |
| All | -19.8% | -13.1% | -6.7% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling