+135.3%
EEM vs ALLY
+124.8%
+10.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.3% | +3.7% | -1.4% | +1.3% |
| 30D | +4.5% | -2.3% | +6.8% | +5.1% |
| 3M | -0.1% | +3.8% | -3.9% | -1.2% |
| 6M | +16.9% | +9.7% | +7.2% | +13.7% |
| YTD | +26.2% | -1.4% | +27.6% | +26.0% |
| 1Y | +40.5% | +8.2% | +32.3% | +36.3% |
| 3Y | +86.2% | +66.5% | +19.7% | +55.8% |
| 5Y | +45.5% | +1.2% | +44.3% | +35.2% |
| 10Y | +128.6% | +191.4% | -62.8% | +43.1% |
| All | +135.3% | +124.8% | +10.4% | +50.6% |
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