-65.4%
AAL vs ALLY
+201.0%
-266.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.8% |
| 7D | +8.3% | -0.2% | +8.5% | +8.6% |
| 30D | +11.0% | +3.4% | +7.5% | +8.6% |
| 3M | -11.2% | -11.1% | -0.1% | -3.4% |
| 6M | +6.1% | -11.5% | +17.6% | +16.0% |
| YTD | -7.6% | -12.3% | +4.7% | +1.6% |
| 1Y | +3.7% | +1.1% | +2.6% | +2.8% |
| 3Y | +20.5% | +64.8% | -44.3% | -19.8% |
| 5Y | -36.4% | -6.9% | -29.5% | -38.6% |
| 10Y | -65.4% | +194.9% | -260.4% | -84.4% |
| All | -65.4% | +201.0% | -266.5% | -84.4% |
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