-41.2%
ACI vs ALLY
-9.5%
-31.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.2% |
| 7D | -2.2% | +0.9% | -3.1% | -2.3% |
| 30D | +10.3% | +3.1% | +7.2% | +10.0% |
| 3M | +7.2% | -12.6% | +19.8% | +8.5% |
| 6M | -18.0% | -12.4% | -5.6% | -17.1% |
| YTD | -22.0% | -13.2% | -8.8% | -21.1% |
| 1Y | -23.4% | +1.8% | -25.2% | -23.8% |
| 3Y | -35.8% | +58.0% | -93.8% | -39.9% |
| All | -41.2% | -9.5% | -31.7% | -41.6% |
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