+45.6%
XYL vs ALC
+24.0%
+21.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.1% |
| 7D | -5.0% | -2.1% | -3.0% | -4.2% |
| 30D | -13.2% | -0.1% | -13.1% | -13.2% |
| 3M | -3.7% | +5.9% | -9.6% | -6.3% |
| 6M | -17.7% | -15.9% | -1.8% | -11.9% |
| YTD | -21.5% | -10.1% | -11.4% | -18.8% |
| 1Y | -24.5% | -10.2% | -14.3% | -22.1% |
| 3Y | +6.9% | -13.6% | +20.5% | +9.4% |
| 5Y | -18.1% | -15.1% | -2.9% | -17.0% |
| All | +45.6% | +24.0% | +21.6% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling