+150.2%
XYL vs ALM
+3,082.3%
-2,932.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | -1.0% |
| 7D | +0.8% | +3.6% | -2.8% | +0.8% |
| 30D | -10.8% | +33.8% | -44.6% | -11.5% |
| 3M | -2.5% | +14.8% | -17.3% | -3.1% |
| 6M | -12.2% | -7.0% | -5.2% | -12.5% |
| YTD | -20.1% | +108.1% | -128.1% | -21.7% |
| 1Y | -20.6% | +313.8% | -334.4% | -23.6% |
| 3Y | +17.3% | +2,227.6% | -2,210.3% | +8.6% |
| 5Y | -14.5% | +956.6% | -971.1% | -20.4% |
| 10Y | +150.2% | +3,082.3% | -2,932.1% | +133.9% |
| All | +150.2% | +3,082.3% | -2,932.1% | +133.9% |
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