+406.7%
AFL vs ALLY
+124.8%
+281.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +0.6% | +3.7% | -3.1% | -0.7% |
| 30D | -6.2% | -2.3% | -3.9% | -5.5% |
| 3M | +2.2% | +3.8% | -1.7% | +0.5% |
| 6M | +5.3% | +9.7% | -4.4% | +0.9% |
| YTD | +8.0% | -1.4% | +9.4% | +7.2% |
| 1Y | +10.2% | +8.2% | +2.0% | +5.2% |
| 3Y | +67.1% | +66.5% | +0.6% | +28.3% |
| 5Y | +135.6% | +1.2% | +134.4% | +110.2% |
| 10Y | +299.4% | +191.4% | +107.9% | +107.4% |
| All | +406.7% | +124.8% | +281.9% | +179.1% |
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