+52.5%
ALLE vs ALLY
-7.4%
+59.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.4% |
| 7D | 0.0% | -1.1% | +1.2% | +0.4% |
| 30D | +20.6% | +4.2% | +16.4% | +19.1% |
| 3M | +11.4% | -12.4% | +23.8% | +16.1% |
| 6M | +42.5% | -8.7% | +51.2% | +46.4% |
| YTD | +18.9% | -11.6% | +30.5% | +22.8% |
| 1Y | +14.2% | +0.2% | +14.0% | +13.2% |
| 3Y | +90.7% | +57.1% | +33.6% | +57.6% |
| 5Y | +52.5% | -6.8% | +59.3% | +41.8% |
| All | +52.5% | -7.4% | +59.9% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling