+332.5%
XYL vs ALM
+3,798.4%
-3,465.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.1% | -6.6% | +1.4% |
| 7D | +2.1% | +0.7% | +1.3% | +2.1% |
| 30D | -3.4% | -26.1% | +22.7% | -3.3% |
| 3M | -17.2% | -38.1% | +20.9% | -17.1% |
| 6M | -12.0% | -55.4% | +43.4% | -11.9% |
| YTD | -26.3% | -0.4% | -25.9% | -26.3% |
| 1Y | -33.5% | +25.4% | -58.8% | -33.5% |
| 3Y | +6.4% | +907.8% | -901.3% | +6.0% |
| 5Y | -20.9% | +440.2% | -461.1% | -21.2% |
| 10Y | +120.8% | +2,031.1% | -1,910.3% | +119.8% |
| All | +332.5% | +3,798.4% | -3,465.9% | +329.1% |
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