+239.8%
XYL vs ALLY
+98.1%
+141.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | +5.9% | +0.9% | +5.0% | +5.6% |
| 30D | -3.9% | +3.1% | -7.0% | -4.9% |
| 3M | -18.7% | -12.6% | -6.1% | -15.0% |
| 6M | -16.9% | -12.4% | -4.4% | -13.2% |
| YTD | -27.4% | -13.2% | -14.2% | -24.3% |
| 1Y | -34.0% | +1.8% | -35.8% | -35.0% |
| 3Y | +5.6% | +58.0% | -52.4% | -14.1% |
| 5Y | -20.6% | -8.4% | -12.1% | -24.6% |
| 10Y | +133.4% | +195.3% | -61.9% | +31.6% |
| All | +239.8% | +98.1% | +141.7% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling