+169.3%
AEP vs ALLY
+178.4%
-9.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +1.1% |
| 7D | +2.0% | +1.0% | +1.0% | +1.9% |
| 30D | +0.5% | -3.3% | +3.8% | +0.9% |
| 3M | -0.3% | +0.5% | -0.8% | -0.5% |
| 6M | -3.5% | +12.6% | -16.1% | -5.0% |
| YTD | +11.3% | -4.7% | +15.9% | +11.5% |
| 1Y | +20.2% | +5.2% | +15.0% | +18.8% |
| 3Y | +79.8% | +66.5% | +13.3% | +64.0% |
| 5Y | +65.6% | +0.2% | +65.3% | +58.1% |
| 10Y | +169.3% | +180.8% | -11.5% | +123.7% |
| All | +169.3% | +178.4% | -9.1% | +123.7% |
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