+221.5%
ALLE vs ALLY
+201.0%
+20.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.4% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +26.6% | +3.4% | +23.2% | +25.2% |
| 3M | +13.2% | -11.1% | +24.2% | +17.8% |
| 6M | +42.9% | -11.5% | +54.4% | +48.6% |
| YTD | +21.0% | -12.3% | +33.4% | +25.6% |
| 1Y | +15.2% | +1.1% | +14.0% | +13.7% |
| 3Y | +95.6% | +64.8% | +30.8% | +56.8% |
| 5Y | +53.4% | -6.9% | +60.3% | +44.0% |
| 10Y | +221.5% | +194.9% | +26.5% | +86.6% |
| All | +221.5% | +201.0% | +20.5% | +86.6% |
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