+20.4%
ACGL vs ALLY
+0.5%
+19.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.7% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +13.1% | +3.4% | +9.7% | +12.8% |
| 3M | +9.8% | -11.1% | +20.8% | +10.5% |
| 6M | +15.3% | -11.5% | +26.8% | +15.9% |
| YTD | +12.7% | -12.3% | +25.1% | +13.0% |
| All | +20.4% | +0.5% | +19.9% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling