+335.2%
AEIS vs ALLY
+174.3%
+160.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | +11.5% | +0.4% | +11.1% | +11.3% |
| 30D | -15.8% | +5.2% | -21.0% | -18.6% |
| 3M | -33.3% | -13.3% | -20.0% | -28.5% |
| 6M | -35.2% | -6.7% | -28.5% | -33.3% |
| YTD | +5.0% | -12.8% | +17.9% | +11.5% |
| 1Y | +8.5% | +0.7% | +7.8% | +6.2% |
| 3Y | +152.9% | +65.2% | +87.7% | +84.5% |
| 5Y | +144.6% | -10.1% | +154.8% | +137.3% |
| All | +335.2% | +174.3% | +160.9% | +130.5% |
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