+134.6%
XYL vs ALLE
+145.7%
-11.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.7% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -13.2% | -6.8% | -6.4% | -9.3% |
| 3M | -3.7% | +21.0% | -24.7% | -15.1% |
| 6M | -17.7% | +1.1% | -18.8% | -18.9% |
| YTD | -21.5% | -0.5% | -21.0% | -22.4% |
| 1Y | -24.5% | -7.3% | -17.2% | -22.2% |
| 3Y | +6.9% | +42.3% | -35.3% | -18.8% |
| 5Y | -18.1% | +13.5% | -31.5% | -29.0% |
| All | +134.6% | +145.7% | -11.1% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling