+215.3%
ALLE vs ALLY
+174.3%
+41.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | +25.9% | +5.2% | +20.7% | +23.8% |
| 3M | +15.8% | -13.3% | +29.1% | +21.5% |
| 6M | +48.1% | -6.7% | +54.7% | +51.3% |
| YTD | +22.0% | -12.8% | +34.8% | +26.9% |
| 1Y | +18.0% | +0.7% | +17.3% | +16.7% |
| 3Y | +93.1% | +65.2% | +27.9% | +54.6% |
| 5Y | +52.1% | -10.1% | +62.2% | +44.6% |
| All | +215.3% | +174.3% | +41.0% | +91.6% |
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