+26.8%
AGG vs ALLY
+95.5%
-68.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.7% |
| 7D | -0.1% | -0.7% | +0.6% | -0.1% |
| 30D | +1.4% | +1.1% | +0.2% | +1.3% |
| 3M | -0.7% | -13.2% | +12.5% | -0.5% |
| 6M | -1.7% | -13.5% | +11.8% | -1.5% |
| YTD | -1.1% | -14.3% | +13.2% | -0.9% |
| 1Y | -0.7% | -1.1% | +0.5% | -0.7% |
| 3Y | +14.2% | +62.0% | -47.9% | +13.4% |
| 5Y | -1.4% | -9.6% | +8.2% | -2.0% |
| 10Y | +16.5% | +176.0% | -159.5% | +15.5% |
| All | +26.8% | +95.5% | -68.6% | +25.2% |
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 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