+28.0%
EL vs ALLY
+0.5%
+27.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.4% |
| 7D | +8.0% | -0.2% | +8.2% | +8.1% |
| 30D | +15.4% | +3.4% | +12.0% | +13.6% |
| 3M | +28.5% | -11.1% | +39.6% | +35.0% |
| 6M | +32.2% | -11.5% | +43.7% | +38.8% |
| YTD | +9.2% | -12.3% | +21.5% | +16.9% |
| All | +28.0% | +0.5% | +27.5% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling