+196.5%
ECL vs ALLY
+182.4%
+14.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | -2.3% | -2.8% | +0.5% | -1.4% |
| 30D | +8.3% | +1.9% | +6.4% | +7.6% |
| 3M | +8.4% | -12.1% | +20.6% | +12.6% |
| 6M | +23.3% | -9.0% | +32.3% | +26.5% |
| YTD | +18.2% | -12.9% | +31.1% | +22.4% |
| 1Y | +18.8% | -0.1% | +18.8% | +17.7% |
| 3Y | +78.5% | +64.6% | +13.9% | +43.5% |
| 5Y | +40.1% | -10.1% | +50.1% | +33.4% |
| 10Y | +196.5% | +176.7% | +19.8% | +84.0% |
| All | +196.5% | +182.4% | +14.1% | +84.0% |
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