+219.2%
ALLE vs ALLY
+189.4%
+29.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | +25.3% | +3.1% | +22.3% | +24.1% |
| 3M | +10.3% | -12.6% | +22.9% | +15.4% |
| 6M | +38.0% | -12.4% | +50.5% | +44.1% |
| YTD | +17.8% | -13.2% | +30.9% | +22.7% |
| 1Y | +13.6% | +1.8% | +11.8% | +11.9% |
| 3Y | +89.2% | +58.0% | +31.2% | +54.0% |
| 5Y | +51.1% | -8.4% | +59.5% | +42.7% |
| All | +219.2% | +189.4% | +29.8% | +88.5% |
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