-14.3%
XYL vs ALC
-15.6%
+1.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +4.9% | +3.7% |
| 7D | +1.8% | -3.7% | +5.5% | +3.3% |
| 30D | -9.2% | -3.7% | -5.5% | -7.9% |
| 3M | -0.3% | +4.6% | -4.8% | -2.2% |
| 6M | -11.0% | -14.6% | +3.6% | -5.9% |
| YTD | -19.2% | -11.9% | -7.3% | -16.0% |
| 1Y | -21.2% | -13.1% | -8.1% | -17.8% |
| 3Y | +18.6% | -15.0% | +33.6% | +21.8% |
| 5Y | -14.3% | -16.2% | +1.9% | -13.0% |
| All | -14.3% | -15.6% | +1.3% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling