+4.0%
AEM vs ALLY
-0.9%
+4.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -5.6% | -2.1% | -3.5% | -4.8% |
| 30D | -3.9% | +2.0% | -5.9% | -4.5% |
| 3M | -3.4% | -13.3% | +9.9% | +1.1% |
| 6M | -9.0% | -9.9% | +0.8% | -6.4% |
| YTD | +5.9% | -13.5% | +19.5% | +11.4% |
| 1Y | +4.0% | -2.8% | +6.8% | +2.4% |
| All | +4.0% | -0.9% | +4.9% | +2.4% |
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