+265.5%
ED vs ALLY
+101.5%
+164.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.0% |
| 7D | +5.2% | -1.1% | +6.3% | +5.2% |
| 30D | +15.5% | +4.2% | +11.4% | +15.2% |
| 3M | +13.0% | -12.4% | +25.4% | +13.9% |
| 6M | +13.1% | -8.7% | +21.8% | +13.6% |
| YTD | +25.3% | -11.6% | +36.9% | +26.0% |
| 1Y | +30.5% | +0.2% | +30.4% | +30.1% |
| 3Y | +49.3% | +57.1% | -7.8% | +41.6% |
| 5Y | +84.6% | -6.8% | +91.4% | +80.1% |
| 10Y | +135.4% | +200.4% | -64.9% | +105.7% |
| All | +265.5% | +101.5% | +164.0% | +223.5% |
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