+670.0%
AEM vs ALLY
+98.1%
+571.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | +15.8% | +0.9% | +14.9% | +15.8% |
| 30D | +6.2% | +3.1% | +3.1% | +6.0% |
| 3M | +14.3% | -12.6% | +26.9% | +15.4% |
| 6M | +1.4% | -12.4% | +13.8% | +2.3% |
| YTD | +13.7% | -13.2% | +26.9% | +14.8% |
| 1Y | +21.3% | +1.8% | +19.5% | +21.2% |
| 3Y | +309.9% | +58.0% | +251.9% | +294.9% |
| 5Y | +301.0% | -8.4% | +309.4% | +290.1% |
| 10Y | +344.0% | +195.3% | +148.8% | +302.6% |
| All | +670.0% | +98.1% | +571.9% | +612.9% |
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