-1.7%
AGG vs ALLY
-0.1%
-1.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | 0.0% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | -0.4% | -3.3% | +2.9% | -0.3% |
| 3M | -0.3% | +0.5% | -0.7% | -0.3% |
| 6M | -1.2% | +12.6% | -13.8% | -1.6% |
| YTD | -0.4% | -4.7% | +4.3% | -0.3% |
| 1Y | +0.4% | +5.2% | -4.8% | +0.2% |
| 3Y | +13.4% | +66.5% | -53.1% | +11.2% |
| All | -1.7% | -0.1% | -1.7% | -4.2% |
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