+134.3%
ED vs ALLY
+201.0%
-66.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +11.6% | +3.4% | +8.1% | +11.3% |
| 3M | +10.5% | -11.1% | +21.6% | +11.5% |
| 6M | +13.2% | -11.5% | +24.7% | +14.1% |
| YTD | +22.1% | -12.3% | +34.5% | +23.0% |
| 1Y | +24.2% | +1.1% | +23.0% | +23.5% |
| 3Y | +46.9% | +64.8% | -17.9% | +37.2% |
| 5Y | +80.8% | -6.9% | +87.7% | +76.0% |
| 10Y | +134.3% | +194.9% | -60.7% | +108.4% |
| All | +134.3% | +201.0% | -66.8% | +108.4% |
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