+38.7%
ECL vs ALLY
-9.3%
+48.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +8.6% | +1.1% | +7.4% | +8.2% |
| 3M | +7.9% | -13.2% | +21.1% | +11.9% |
| 6M | +21.0% | -13.5% | +34.5% | +25.4% |
| YTD | +17.5% | -14.3% | +31.8% | +21.7% |
| 1Y | +19.7% | -1.1% | +20.8% | +19.2% |
| 3Y | +77.4% | +62.0% | +15.4% | +44.9% |
| 5Y | +38.7% | -9.6% | +48.3% | +39.8% |
| All | +38.7% | -9.3% | +48.0% | +39.8% |
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