+360.5%
XYL vs ALM
+7,705.7%
-7,345.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | -5.0% | -2.6% | -2.4% | -5.0% |
| 30D | -13.2% | +32.0% | -45.2% | -13.3% |
| 3M | -3.7% | -15.0% | +11.3% | -3.7% |
| 6M | -17.7% | -10.1% | -7.6% | -17.7% |
| YTD | -21.5% | +99.4% | -121.0% | -21.6% |
| 1Y | -24.5% | +316.4% | -340.8% | -24.7% |
| 3Y | +6.9% | +2,022.0% | -2,015.0% | +6.4% |
| 5Y | -18.1% | +941.2% | -959.3% | -18.5% |
| 10Y | +134.7% | +2,950.3% | -2,815.6% | +133.3% |
| All | +360.5% | +7,705.7% | -7,345.2% | +356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling