+528.6%
AEIS vs ALLY
+193.4%
+335.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | +3.0% | +3.7% | -0.7% | +0.9% |
| 30D | -14.6% | -2.3% | -12.4% | -13.6% |
| 3M | -12.4% | +3.8% | -16.3% | -14.2% |
| 6M | -15.0% | +9.7% | -24.7% | -19.3% |
| YTD | +34.3% | -1.4% | +35.7% | +34.3% |
| 1Y | +87.4% | +8.2% | +79.1% | +77.2% |
| 3Y | +139.8% | +66.5% | +73.3% | +75.2% |
| 5Y | +220.7% | +1.2% | +219.5% | +192.4% |
| All | +528.6% | +193.4% | +335.2% | +218.6% |
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 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