-0.5%
AGG vs ALLY
+5.1%
-5.6%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -0.9% | -3.3% | +2.3% | -0.8% |
| 30D | -1.0% | -4.1% | +3.1% | -0.8% |
| 3M | -1.3% | +1.4% | -2.7% | -1.3% |
| 6M | -2.1% | +14.4% | -16.5% | -2.2% |
| YTD | -1.2% | -4.9% | +3.7% | -1.3% |
| 1Y | -0.5% | +5.5% | -6.0% | -0.6% |
| All | -0.5% | +5.1% | -5.6% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling