+141.0%
XYL vs ALLY
+178.4%
-37.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +4.1% |
| 7D | +1.8% | +1.0% | +0.8% | +1.4% |
| 30D | -9.2% | -3.3% | -5.9% | -8.2% |
| 3M | -0.3% | +0.5% | -0.7% | -0.6% |
| 6M | -11.0% | +12.6% | -23.6% | -15.0% |
| YTD | -19.2% | -4.7% | -14.5% | -18.5% |
| 1Y | -21.2% | +5.2% | -26.4% | -23.5% |
| 3Y | +18.6% | +66.5% | -47.9% | -5.7% |
| 5Y | -14.3% | +0.2% | -14.6% | -21.4% |
| 10Y | +141.0% | +180.8% | -39.7% | +38.8% |
| All | +141.0% | +178.4% | -37.4% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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