+390.1%
AEM vs ALLY
+182.8%
+207.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.2% | -2.9% | -5.0% |
| 7D | +13.9% | -0.7% | +14.5% | +13.9% |
| 30D | +0.8% | +1.1% | -0.4% | +0.7% |
| 3M | +5.8% | -13.2% | +18.9% | +7.0% |
| 6M | -1.0% | -13.5% | +12.5% | +0.1% |
| YTD | +13.1% | -14.3% | +27.4% | +14.3% |
| 1Y | +14.4% | -1.1% | +15.6% | +14.6% |
| 3Y | +325.7% | +62.0% | +263.7% | +308.2% |
| 5Y | +273.7% | -9.6% | +283.4% | +262.8% |
| 10Y | +390.1% | +176.0% | +214.2% | +423.9% |
| All | +390.1% | +182.8% | +207.3% | +423.9% |
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