+149.2%
ALLE vs ALLY
+193.4%
-44.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -0.2% | +3.7% | -3.9% | -1.5% |
| 30D | -6.8% | -2.3% | -4.5% | -6.1% |
| 3M | +21.0% | +3.8% | +17.2% | +19.3% |
| 6M | +1.1% | +9.7% | -8.6% | -2.5% |
| YTD | -0.5% | -1.4% | +0.9% | -0.8% |
| 1Y | -7.3% | +8.2% | -15.5% | -10.8% |
| 3Y | +42.3% | +66.5% | -24.2% | +13.4% |
| 5Y | +13.5% | +1.2% | +12.3% | +3.3% |
| All | +149.2% | +193.4% | -44.1% | +44.4% |
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