+349.8%
AEIS vs ALLY
+201.0%
+148.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.9% | +10.4% | +10.8% |
| 7D | +1.0% | -0.2% | +1.2% | +0.7% |
| 30D | -24.0% | +3.4% | -27.5% | -25.8% |
| 3M | -32.5% | -11.1% | -21.4% | -28.6% |
| 6M | -38.6% | -11.5% | -27.1% | -34.9% |
| YTD | +4.8% | -12.3% | +17.2% | +11.0% |
| 1Y | +1.3% | +1.1% | +0.2% | -1.0% |
| 3Y | +159.2% | +64.8% | +94.4% | +89.6% |
| 5Y | +140.8% | -6.9% | +147.7% | +128.8% |
| 10Y | +349.8% | +194.9% | +154.8% | +143.5% |
| All | +349.8% | +201.0% | +148.8% | +143.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling