+41.6%
AA vs ALLY
+174.3%
-132.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.3% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | -0.6% | +5.2% | -5.8% | -4.2% |
| 3M | -19.7% | -13.3% | -6.3% | -11.9% |
| 6M | -41.6% | -6.7% | -34.9% | -39.5% |
| YTD | -24.6% | -12.8% | -11.8% | -20.0% |
| 1Y | +4.9% | +0.7% | +4.2% | +0.9% |
| 3Y | +66.8% | +65.2% | +1.6% | +9.9% |
| 5Y | -19.4% | -10.1% | -9.3% | -23.0% |
| All | +41.6% | +174.3% | -132.7% | -36.8% |
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