+356.2%
AEIS vs ALLY
+182.8%
+173.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.3% |
| 7D | -6.9% | -0.7% | -6.2% | -6.8% |
| 30D | -23.2% | +1.1% | -24.3% | -24.1% |
| 3M | -29.5% | -13.2% | -16.3% | -24.4% |
| 6M | -37.9% | -13.5% | -24.4% | -33.4% |
| YTD | +6.0% | -14.3% | +20.3% | +13.6% |
| 1Y | +1.2% | -1.1% | +2.4% | +0.1% |
| 3Y | +150.0% | +62.0% | +87.9% | +84.4% |
| 5Y | +141.9% | -9.6% | +151.5% | +133.6% |
| 10Y | +356.2% | +176.0% | +180.2% | +145.1% |
| All | +356.2% | +182.8% | +173.3% | +145.1% |
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 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