+107.0%
XYL vs ALM
+2,040.7%
-1,933.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.2% | +4.8% | -2.3% |
| 7D | +0.6% | -6.3% | +6.9% | +0.7% |
| 30D | -5.7% | -31.4% | +25.7% | -4.9% |
| 3M | -19.8% | -40.6% | +20.8% | -18.9% |
| 6M | -14.2% | -58.6% | +44.4% | -12.7% |
| YTD | -28.1% | -7.6% | -20.5% | -28.3% |
| 1Y | -35.0% | +13.8% | -48.8% | -35.5% |
| 3Y | +2.1% | +842.1% | -840.0% | -3.7% |
| 5Y | -22.1% | +407.4% | -429.5% | -26.4% |
| 10Y | +107.0% | +2,079.4% | -1,972.4% | +95.8% |
| All | +107.0% | +2,040.7% | -1,933.7% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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