+200.9%
AEP vs ALLY
+182.8%
+18.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | -0.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +4.1% | +1.1% | +3.0% | +3.9% |
| 3M | +4.1% | -13.2% | +17.3% | +5.7% |
| 6M | -1.0% | -13.5% | +12.4% | +0.4% |
| YTD | +13.4% | -14.3% | +27.7% | +14.9% |
| 1Y | +6.7% | -1.1% | +7.9% | +6.2% |
| 3Y | +81.3% | +62.0% | +19.3% | +65.5% |
| 5Y | +80.1% | -9.6% | +89.7% | +74.1% |
| 10Y | +200.9% | +176.0% | +24.9% | +152.1% |
| All | +200.9% | +182.8% | +18.1% | +152.1% |
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