+7.7%
AEIS vs ALLY
-0.9%
+8.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +23.2% | -2.1% | +25.4% | +24.3% |
| 30D | -17.0% | +2.0% | -19.0% | -18.1% |
| 3M | -32.2% | -13.3% | -18.8% | -27.3% |
| 6M | -32.6% | -9.9% | -22.7% | -29.4% |
| YTD | +9.4% | -13.5% | +22.9% | +15.4% |
| 1Y | +7.7% | -2.8% | +10.5% | +4.8% |
| All | +7.7% | -0.9% | +8.6% | +4.8% |
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