+325.9%
EAT vs ALLY
+182.4%
+143.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +1.8% |
| 7D | -8.9% | -2.8% | -6.2% | -7.1% |
| 30D | +3.4% | +1.9% | +1.5% | +2.0% |
| 3M | -9.3% | -12.1% | +2.8% | -1.2% |
| 6M | +43.8% | -9.0% | +52.8% | +51.9% |
| YTD | +39.9% | -12.9% | +52.8% | +50.6% |
| 1Y | +89.7% | -0.1% | +89.8% | +84.5% |
| 3Y | +491.3% | +64.6% | +426.7% | +268.1% |
| 5Y | +365.4% | -10.1% | +375.5% | +334.7% |
| 10Y | +325.9% | +176.7% | +149.2% | +65.4% |
| All | +325.9% | +182.4% | +143.5% | +65.4% |
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