+342.5%
AFL vs ALLY
+174.3%
+168.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | +8.0% | +5.2% | +2.7% | +5.9% |
| 3M | +5.9% | -13.3% | +19.2% | +11.2% |
| 6M | +11.6% | -6.7% | +18.3% | +13.6% |
| YTD | +17.5% | -12.8% | +30.4% | +21.8% |
| 1Y | +13.3% | +0.7% | +12.6% | +10.9% |
| 3Y | +67.0% | +65.2% | +1.8% | +26.3% |
| 5Y | +150.6% | -10.1% | +160.8% | +133.9% |
| All | +342.5% | +174.3% | +168.2% | +134.0% |
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