-22.6%
XYL vs ALLY
-10.0%
-12.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | -8.3% | +5.2% | -13.6% | -9.7% |
| 3M | -21.4% | -13.3% | -8.1% | -18.1% |
| 6M | -12.9% | -6.7% | -6.3% | -11.3% |
| YTD | -30.1% | -12.8% | -17.2% | -27.6% |
| 1Y | -35.2% | +0.7% | -35.8% | -35.8% |
| 3Y | -0.8% | +65.2% | -66.0% | -17.8% |
| All | -22.6% | -10.0% | -12.6% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling