+26.3%
ACI vs ALLY
+167.1%
-140.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +0.2% | +3.7% | -3.5% | -0.1% |
| 30D | +5.9% | -2.3% | +8.2% | +6.1% |
| 3M | -19.8% | +3.8% | -23.6% | -20.0% |
| 6M | -24.7% | +9.7% | -34.5% | -25.3% |
| YTD | -24.4% | -1.4% | -23.0% | -24.4% |
| 1Y | -31.5% | +8.2% | -39.7% | -32.1% |
| 3Y | -38.7% | +66.5% | -105.2% | -41.9% |
| 5Y | -42.8% | +1.2% | -44.0% | -45.1% |
| All | +26.3% | +167.1% | -140.8% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling