-22.6%
XYL vs ALLE
+51.6%
-74.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | -3.7% | +3.6% | -7.3% | -5.6% |
| 30D | -8.3% | +25.9% | -34.2% | -19.8% |
| 3M | -21.4% | +15.8% | -37.2% | -27.9% |
| 6M | -12.9% | +48.1% | -61.0% | -31.2% |
| YTD | -30.1% | +22.0% | -52.0% | -38.6% |
| 1Y | -35.2% | +18.0% | -53.2% | -41.9% |
| 3Y | -0.8% | +93.1% | -93.9% | -37.2% |
| All | -22.6% | +51.6% | -74.2% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling