+408.6%
AEM vs ALLY
+172.1%
+236.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -5.6% | -2.1% | -3.5% | -5.5% |
| 30D | -3.9% | +2.0% | -5.9% | -4.0% |
| 3M | -3.4% | -13.3% | +9.9% | -2.3% |
| 6M | -9.0% | -9.9% | +0.8% | -8.3% |
| YTD | +5.9% | -13.5% | +19.5% | +7.0% |
| 1Y | +4.0% | -2.8% | +6.8% | +4.2% |
| 3Y | +298.8% | +63.4% | +235.3% | +281.8% |
| 5Y | +250.7% | -10.9% | +261.6% | +240.5% |
| All | +408.6% | +172.1% | +236.5% | +415.9% |
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