-66.0%
AAL vs ALLY
+182.4%
-248.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.2% |
| 7D | +3.4% | -2.8% | +6.2% | +5.5% |
| 30D | +11.7% | +1.9% | +9.8% | +10.5% |
| 3M | -7.8% | -12.1% | +4.3% | +1.1% |
| 6M | +10.2% | -9.0% | +19.2% | +18.2% |
| YTD | -8.0% | -12.9% | +4.9% | +1.6% |
| 1Y | +8.5% | -0.1% | +8.6% | +8.5% |
| 3Y | +19.5% | +64.6% | -45.1% | -20.5% |
| 5Y | -33.9% | -10.1% | -23.8% | -34.4% |
| 10Y | -66.0% | +176.7% | -242.7% | -85.2% |
| All | -66.0% | +182.4% | -248.4% | -85.2% |
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