+194.6%
AEP vs ALLY
+201.0%
-6.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +4.5% | +3.4% | +1.0% | +4.1% |
| 3M | +2.8% | -11.1% | +13.9% | +4.1% |
| 6M | -0.7% | -11.5% | +10.8% | +0.5% |
| YTD | +13.8% | -12.3% | +26.2% | +15.1% |
| 1Y | +9.0% | +1.1% | +7.9% | +8.2% |
| 3Y | +83.0% | +64.8% | +18.2% | +66.9% |
| 5Y | +83.3% | -6.9% | +90.1% | +76.6% |
| 10Y | +194.6% | +194.9% | -0.4% | +156.2% |
| All | +194.6% | +201.0% | -6.4% | +156.2% |
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