+65.5%
AIG vs ALLY
+174.3%
-108.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | -0.1% |
| 7D | +6.6% | +0.4% | +6.2% | +6.3% |
| 30D | +7.0% | +5.2% | +1.8% | +4.2% |
| 3M | +9.7% | -13.3% | +23.0% | +17.5% |
| 6M | +10.8% | -6.7% | +17.5% | +13.5% |
| YTD | -1.3% | -12.8% | +11.6% | +3.5% |
| 1Y | +8.4% | +0.7% | +7.7% | +5.2% |
| 3Y | +39.0% | +65.2% | -26.2% | -5.7% |
| 5Y | +59.6% | -10.1% | +69.7% | +46.4% |
| All | +65.5% | +174.3% | -108.8% | -24.5% |
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