+311.9%
AEP vs ALLY
+124.8%
+187.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.8% | +3.7% | -1.9% | +1.4% |
| 30D | -0.8% | -2.3% | +1.4% | -0.6% |
| 3M | -1.8% | +3.8% | -5.7% | -2.3% |
| 6M | -5.4% | +9.7% | -15.1% | -6.6% |
| YTD | +10.4% | -1.4% | +11.9% | +10.2% |
| 1Y | +18.2% | +8.2% | +9.9% | +16.4% |
| 3Y | +79.0% | +66.5% | +12.5% | +64.2% |
| 5Y | +64.8% | +1.2% | +63.6% | +57.6% |
| 10Y | +170.8% | +191.4% | -20.6% | +113.0% |
| All | +311.9% | +124.8% | +187.0% | +232.7% |
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 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