+47.8%
AA vs ALLY
+182.4%
-134.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +1.6% |
| 7D | +1.1% | -2.8% | +3.9% | +3.2% |
| 30D | -1.3% | +1.9% | -3.1% | -2.6% |
| 3M | -23.9% | -12.1% | -11.8% | -17.4% |
| 6M | -36.8% | -9.0% | -27.8% | -33.4% |
| YTD | -22.2% | -12.9% | -9.2% | -17.3% |
| 1Y | +10.4% | -0.1% | +10.4% | +6.8% |
| 3Y | +72.0% | +64.6% | +7.4% | +13.7% |
| 5Y | -15.6% | -10.1% | -5.6% | -19.4% |
| 10Y | +47.8% | +176.7% | -128.9% | -34.2% |
| All | +47.8% | +182.4% | -134.6% | -34.2% |
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 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