+301.0%
AFL vs ALLY
+181.1%
+119.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.6% |
| 7D | -0.7% | +1.0% | -1.8% | -1.1% |
| 30D | -7.1% | -3.3% | -3.8% | -6.0% |
| 3M | +0.4% | +0.5% | 0.0% | -0.1% |
| 6M | +4.5% | +12.6% | -8.1% | -0.9% |
| YTD | +6.1% | -4.7% | +10.7% | +6.6% |
| 1Y | +10.6% | +5.2% | +5.3% | +6.4% |
| 3Y | +64.0% | +66.5% | -2.5% | +24.2% |
| 5Y | +133.7% | +0.2% | +133.5% | +108.4% |
| All | +301.0% | +181.1% | +119.9% | +102.5% |
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