-16.8%
XYL vs ALM
+941.2%
-958.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | -5.0% | -2.6% | -2.4% | -4.9% |
| 30D | -13.2% | +32.0% | -45.2% | -14.3% |
| 3M | -3.7% | -15.0% | +11.3% | -3.5% |
| 6M | -17.7% | -10.1% | -7.6% | -18.0% |
| YTD | -21.5% | +99.4% | -121.0% | -24.2% |
| 1Y | -24.5% | +316.4% | -340.8% | -29.4% |
| 3Y | +6.9% | +2,022.0% | -2,015.0% | -7.7% |
| All | -16.8% | +941.2% | -958.0% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling