+220.7%
ECL vs ALLY
+124.8%
+95.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.6% | +3.7% | -6.3% | -3.7% |
| 30D | -2.2% | -2.3% | +0.1% | -1.6% |
| 3M | +10.1% | +3.8% | +6.3% | +8.7% |
| 6M | -5.7% | +9.7% | -15.4% | -8.7% |
| YTD | +7.0% | -1.4% | +8.4% | +6.7% |
| 1Y | +2.7% | +8.2% | -5.6% | -0.8% |
| 3Y | +57.7% | +66.5% | -8.8% | +27.1% |
| 5Y | +31.1% | +1.2% | +29.9% | +20.1% |
| 10Y | +150.9% | +191.4% | -40.6% | +45.3% |
| All | +220.7% | +124.8% | +95.9% | +93.6% |
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