-24.5%
XYL vs ALLE
-5.8%
-18.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.5% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -13.2% | -6.8% | -6.4% | -10.6% |
| 3M | -3.7% | +21.0% | -24.7% | -11.3% |
| 6M | -17.7% | +1.1% | -18.8% | -18.5% |
| YTD | -21.5% | -0.5% | -21.0% | -23.8% |
| 1Y | -24.5% | -7.3% | -17.2% | -25.1% |
| All | -24.5% | -5.8% | -18.7% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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