-42.4%
ACI vs ALLY
-10.0%
-32.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +1.2% | +5.2% | -4.0% | +0.8% |
| 3M | +6.8% | -13.3% | +20.1% | +8.1% |
| 6M | -18.7% | -6.7% | -12.1% | -18.2% |
| YTD | -20.2% | -12.8% | -7.4% | -19.4% |
| 1Y | -23.7% | +0.7% | -24.4% | -24.1% |
| 3Y | -31.6% | +65.2% | -96.9% | -36.3% |
| All | -42.4% | -10.0% | -32.4% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling