+222.9%
ED vs ALLY
+124.8%
+98.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | -0.2% | +3.7% | -3.9% | -0.4% |
| 30D | -0.1% | -2.3% | +2.1% | 0.0% |
| 3M | +3.9% | +3.8% | +0.1% | +3.6% |
| 6M | -3.0% | +9.7% | -12.7% | -3.8% |
| YTD | +10.7% | -1.4% | +12.1% | +10.6% |
| 1Y | +13.3% | +8.2% | +5.1% | +12.3% |
| 3Y | +34.5% | +66.5% | -32.0% | +27.1% |
| 5Y | +67.1% | +1.2% | +65.9% | +62.3% |
| 10Y | +103.0% | +191.4% | -88.4% | +76.0% |
| All | +222.9% | +124.8% | +98.1% | +183.9% |
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