+722.9%
AEM vs ALLY
+124.8%
+598.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.5% | +3.7% | -4.2% | -0.8% |
| 30D | +24.0% | -2.3% | +26.3% | +24.2% |
| 3M | +16.1% | +3.8% | +12.3% | +15.8% |
| 6M | -11.6% | +9.7% | -21.3% | -12.2% |
| YTD | +21.5% | -1.4% | +23.0% | +21.5% |
| 1Y | +39.2% | +8.2% | +30.9% | +38.2% |
| 3Y | +347.4% | +66.5% | +281.0% | +328.8% |
| 5Y | +290.1% | +1.2% | +288.9% | +276.4% |
| 10Y | +357.8% | +191.4% | +166.4% | +314.3% |
| All | +722.9% | +124.8% | +598.1% | +654.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling