+107.0%
XYL vs ALLY
+182.8%
-75.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.7% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | -5.7% | +1.1% | -6.9% | -6.1% |
| 3M | -19.8% | -13.2% | -6.6% | -15.9% |
| 6M | -14.2% | -13.5% | -0.7% | -10.1% |
| YTD | -28.1% | -14.3% | -13.8% | -24.7% |
| 1Y | -35.0% | -1.1% | -33.8% | -35.3% |
| 3Y | +2.1% | +62.0% | -59.9% | -17.9% |
| 5Y | -22.1% | -9.6% | -12.5% | -25.5% |
| 10Y | +107.0% | +176.0% | -69.0% | +23.8% |
| All | +107.0% | +182.8% | -75.9% | +23.8% |
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