-35.2%
XYL vs ALM
+19.0%
-54.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.6% | -0.2% |
| 7D | -3.7% | +1.2% | -5.0% | -3.8% |
| 30D | -8.3% | -19.3% | +11.0% | -7.5% |
| 3M | -21.4% | -40.6% | +19.2% | -19.5% |
| 6M | -12.9% | -57.9% | +45.0% | -9.5% |
| YTD | -30.1% | -6.7% | -23.4% | -28.9% |
| 1Y | -35.2% | +20.2% | -55.3% | -35.0% |
| All | -35.2% | +19.0% | -54.1% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling