+144.8%
AFL vs ALLY
-9.5%
+154.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | +10.0% | +3.1% | +7.0% | +9.3% |
| 3M | -1.6% | -12.6% | +11.0% | +1.0% |
| 6M | +10.5% | -12.4% | +23.0% | +13.1% |
| YTD | +14.3% | -13.2% | +27.4% | +16.7% |
| 1Y | +11.4% | +1.8% | +9.6% | +9.9% |
| 3Y | +62.4% | +58.0% | +4.5% | +40.6% |
| All | +144.8% | -9.5% | +154.3% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling