+121.2%
AEIS vs ALLY
+54.4%
+66.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +7.1% |
| 7D | -11.3% | +0.9% | -12.2% | -12.1% |
| 30D | -32.6% | +3.1% | -35.7% | -34.1% |
| 3M | -39.2% | -12.6% | -26.6% | -34.8% |
| 6M | -45.4% | -12.4% | -32.9% | -41.6% |
| YTD | -5.8% | -13.2% | +7.3% | +0.4% |
| 1Y | -10.0% | +1.8% | -11.8% | -13.0% |
| 3Y | +121.2% | +58.0% | +63.2% | +70.1% |
| All | +121.2% | +54.4% | +66.8% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling