+27.9%
AGG vs ALLY
+124.8%
-97.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -0.2% | +3.7% | -3.8% | -0.2% |
| 30D | -0.4% | -2.3% | +1.9% | -0.4% |
| 3M | -0.7% | +3.8% | -4.5% | -0.7% |
| 6M | -1.5% | +9.7% | -11.2% | -1.6% |
| YTD | -0.3% | -1.4% | +1.2% | -0.3% |
| 1Y | +1.3% | +8.2% | -6.9% | +1.2% |
| 3Y | +13.2% | +66.5% | -53.2% | +12.4% |
| 5Y | -1.4% | +1.2% | -2.6% | -2.2% |
| 10Y | +14.9% | +191.4% | -176.6% | +13.5% |
| All | +27.9% | +124.8% | -97.0% | +26.0% |
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