-33.4%
XYL vs ALLE
+15.5%
-48.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.3% |
| 7D | +2.1% | -0.6% | +2.7% | +2.3% |
| 30D | -3.4% | +26.6% | -30.0% | -12.6% |
| 3M | -17.2% | +13.2% | -30.4% | -21.5% |
| 6M | -12.0% | +42.9% | -54.9% | -24.6% |
| YTD | -26.3% | +21.0% | -47.3% | -35.3% |
| All | -33.4% | +15.5% | -48.8% | -40.1% |
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