-34.2%
ACI vs ALLY
+5.0%
-39.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -3.0% |
| 7D | -2.6% | +1.0% | -3.6% | -2.6% |
| 30D | +1.1% | -3.3% | +4.4% | +1.4% |
| 3M | -23.6% | +0.5% | -24.1% | -23.5% |
| 6M | -29.9% | +12.6% | -42.5% | -30.3% |
| YTD | -26.9% | -4.7% | -22.2% | -25.3% |
| 1Y | -34.2% | +5.2% | -39.5% | -38.4% |
| All | -34.2% | +5.0% | -39.3% | -38.4% |
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 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