+87.4%
AEIS vs ALLY
+9.5%
+77.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | +3.0% | +3.7% | -0.7% | +1.0% |
| 30D | -14.6% | -2.3% | -12.4% | -13.7% |
| 3M | -12.4% | +3.8% | -16.3% | -14.3% |
| 6M | -15.0% | +9.7% | -24.7% | -19.5% |
| YTD | +34.3% | -1.4% | +35.7% | +33.0% |
| 1Y | +87.4% | +8.2% | +79.1% | +75.6% |
| All | +87.4% | +9.5% | +77.9% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling