+146.4%
ED vs ALLY
+174.3%
-27.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +10.4% | +5.2% | +5.2% | +10.0% |
| 3M | +12.5% | -13.3% | +25.9% | +13.7% |
| 6M | +14.9% | -6.7% | +21.6% | +15.4% |
| YTD | +24.8% | -12.8% | +37.7% | +25.8% |
| 1Y | +23.8% | +0.7% | +23.2% | +23.2% |
| 3Y | +51.6% | +65.2% | -13.6% | +41.5% |
| 5Y | +86.4% | -10.1% | +96.6% | +82.1% |
| All | +146.4% | +174.3% | -27.9% | +110.0% |
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