+163.4%
AEIS vs ALLY
+64.0%
+99.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +23.2% | -2.1% | +25.4% | +24.7% |
| 30D | -17.0% | +2.0% | -19.0% | -18.4% |
| 3M | -32.2% | -13.3% | -18.8% | -26.9% |
| 6M | -32.6% | -9.9% | -22.7% | -29.1% |
| YTD | +9.4% | -13.5% | +22.9% | +17.0% |
| 1Y | +7.7% | -2.8% | +10.5% | +7.2% |
| All | +163.4% | +64.0% | +99.4% | +109.1% |
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