+5.6%
XYL vs ALC
+2.3%
+3.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | +5.9% | +4.9% | +1.0% | +4.4% |
| 30D | -3.9% | +19.0% | -22.9% | -8.7% |
| 3M | -18.7% | +7.8% | -26.4% | -20.6% |
| 6M | -16.9% | +14.6% | -31.4% | -20.3% |
| YTD | -27.4% | -4.4% | -22.9% | -27.0% |
| 1Y | -34.0% | +1.4% | -35.4% | -35.0% |
| 3Y | +5.6% | +2.5% | +3.1% | +3.1% |
| All | +5.6% | +2.3% | +3.3% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling