+30.3%
ACI vs ALLY
+135.3%
-105.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.3% |
| 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% | +8.3% |
| 6M | -18.0% | -12.4% | -5.6% | -17.2% |
| YTD | -22.0% | -13.2% | -8.8% | -21.3% |
| 1Y | -23.4% | +1.8% | -25.2% | -23.7% |
| 3Y | -35.8% | +58.0% | -93.8% | -38.9% |
| 5Y | -43.7% | -8.4% | -35.2% | -45.4% |
| All | +30.3% | +135.3% | -105.0% | +32.9% |
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