+341.3%
AFL vs ALLY
+182.4%
+159.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | +1.4% | -2.8% | +4.2% | +2.4% |
| 30D | +9.7% | +1.9% | +7.8% | +8.8% |
| 3M | +5.5% | -12.1% | +17.6% | +10.3% |
| 6M | +11.2% | -9.0% | +20.2% | +14.2% |
| YTD | +17.1% | -12.9% | +30.0% | +21.3% |
| 1Y | +14.0% | -0.1% | +14.1% | +12.0% |
| 3Y | +66.3% | +64.6% | +1.7% | +26.0% |
| 5Y | +152.7% | -10.1% | +162.8% | +135.6% |
| 10Y | +341.3% | +176.7% | +164.6% | +131.5% |
| All | +341.3% | +182.4% | +159.0% | +131.5% |
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