+1.2%
AEIS vs ALLY
-1.7%
+3.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.0% |
| 7D | -6.9% | -0.7% | -6.2% | -6.8% |
| 30D | -23.2% | +1.1% | -24.3% | -23.9% |
| 3M | -29.5% | -13.2% | -16.3% | -24.7% |
| 6M | -37.9% | -13.5% | -24.4% | -33.8% |
| YTD | +6.0% | -14.3% | +20.3% | +11.7% |
| 1Y | +1.2% | -1.1% | +2.4% | -4.5% |
| All | +1.2% | -1.7% | +3.0% | -4.5% |
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 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