+96.8%
ALLY vs AEE
+362.1%
-265.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.9% | +2.1% | -1.2% | +0.1% |
| 30D | +3.1% | +11.4% | -8.3% | -1.2% |
| 3M | -12.6% | +5.0% | -17.5% | -14.3% |
| 6M | -12.4% | +4.4% | -16.9% | -14.2% |
| YTD | -13.2% | +15.4% | -28.5% | -18.6% |
| 1Y | +1.8% | +13.8% | -11.9% | -4.1% |
| 3Y | +58.0% | +58.0% | 0.0% | +27.2% |
| 5Y | -8.4% | +52.9% | -61.4% | -25.6% |
| 10Y | +195.3% | +205.1% | -9.8% | +111.3% |
| All | +96.8% | +362.1% | -265.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 all: compounded portfolio wealth divided by compounded AEE 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…
all analysis · Full analysis span regression · 6 months rolling