+252.1%
ECL vs ALLY
+101.5%
+150.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | +8.9% | +4.2% | +4.7% | +7.5% |
| 3M | +7.4% | -12.4% | +19.8% | +11.6% |
| 6M | +19.3% | -8.7% | +28.0% | +22.3% |
| YTD | +17.4% | -11.6% | +29.1% | +21.0% |
| 1Y | +19.4% | +0.2% | +19.2% | +18.3% |
| 3Y | +80.5% | +57.1% | +23.4% | +48.0% |
| 5Y | +40.2% | -6.8% | +47.1% | +31.9% |
| 10Y | +207.8% | +200.4% | +7.5% | +76.9% |
| All | +252.1% | +101.5% | +150.6% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling