+239.5%
XYL vs ALLE
+327.3%
-87.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | +5.9% | -0.6% | +6.4% | +6.3% |
| 30D | -3.9% | +25.3% | -29.3% | -16.5% |
| 3M | -18.7% | +10.3% | -29.0% | -23.7% |
| 6M | -16.9% | +38.0% | -54.9% | -32.4% |
| YTD | -27.4% | +17.8% | -45.1% | -35.4% |
| 1Y | -34.0% | +13.6% | -47.6% | -40.1% |
| 3Y | +5.6% | +89.2% | -83.6% | -32.2% |
| 5Y | -20.6% | +51.1% | -71.6% | -42.0% |
| 10Y | +133.4% | +228.1% | -94.7% | +8.8% |
| All | +239.5% | +327.3% | -87.8% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling