+45.0%
AA vs ALLY
+182.8%
-137.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -2.9% |
| 7D | +1.2% | -0.7% | +1.9% | +1.8% |
| 30D | -5.0% | +1.1% | -6.2% | -5.9% |
| 3M | -22.2% | -13.2% | -9.0% | -14.8% |
| 6M | -36.3% | -13.5% | -22.9% | -30.7% |
| YTD | -24.2% | -14.3% | -9.9% | -18.5% |
| 1Y | +3.9% | -1.1% | +5.0% | +1.3% |
| 3Y | +67.6% | +62.0% | +5.6% | +11.9% |
| 5Y | -8.8% | -9.6% | +0.8% | -13.3% |
| 10Y | +45.0% | +176.0% | -131.0% | -34.1% |
| All | +45.0% | +182.8% | -137.9% | -34.1% |
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