+16.6%
AGG vs ALLY
+174.3%
-157.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | +0.6% | +5.2% | -4.6% | +0.6% |
| 3M | -1.6% | -13.3% | +11.7% | -1.4% |
| 6M | -1.6% | -6.7% | +5.0% | -1.5% |
| YTD | -1.5% | -12.8% | +11.3% | -1.4% |
| 1Y | -1.1% | +0.7% | -1.8% | -1.2% |
| 3Y | +13.6% | +65.2% | -51.6% | +12.5% |
| 5Y | -1.7% | -10.1% | +8.5% | -2.4% |
| All | +16.6% | +174.3% | -157.7% | +14.6% |
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