-22.5%
ACN vs ALLY
-9.5%
-13.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | +0.9% | +0.9% | -0.1% | +0.6% |
| 30D | +33.5% | +3.1% | +30.5% | +32.4% |
| 3M | +53.5% | -12.6% | +66.0% | +59.4% |
| 6M | +52.2% | -12.4% | +64.7% | +57.6% |
| YTD | -0.1% | -13.2% | +13.0% | +3.3% |
| 1Y | +11.0% | +1.8% | +9.2% | +9.6% |
| 3Y | -11.8% | +58.0% | -69.8% | -26.9% |
| All | -22.5% | -9.5% | -13.0% | -25.1% |
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