+109.3%
AIG vs ALLY
+124.8%
-15.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | -0.9% | +3.7% | -4.6% | -2.7% |
| 30D | -4.9% | -2.3% | -2.6% | -3.9% |
| 3M | +4.5% | +3.8% | +0.6% | +1.9% |
| 6M | -1.4% | +9.7% | -11.2% | -7.2% |
| YTD | -9.8% | -1.4% | -8.4% | -10.8% |
| 1Y | -4.5% | +8.2% | -12.8% | -10.5% |
| 3Y | +37.4% | +66.5% | -29.0% | -4.7% |
| 5Y | +55.0% | +1.2% | +53.8% | +33.8% |
| 10Y | +63.7% | +191.4% | -127.8% | -27.1% |
| All | +109.3% | +124.8% | -15.5% | -1.5% |
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 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