+8.3%
AEP vs ALLY
-0.9%
+9.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.3% |
| 7D | +2.5% | -2.1% | +4.6% | +2.4% |
| 30D | +3.4% | +2.0% | +1.4% | +3.5% |
| 3M | +4.2% | -13.3% | +17.5% | +3.6% |
| 6M | -0.8% | -9.9% | +9.1% | -1.2% |
| YTD | +15.2% | -13.5% | +28.8% | +14.2% |
| 1Y | +8.3% | -2.8% | +11.1% | +8.8% |
| All | +8.3% | -0.9% | +9.2% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling