+81.2%
EL vs ALLY
+101.5%
-20.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.5% |
| 7D | -1.1% | -1.1% | +0.1% | -0.7% |
| 30D | +15.3% | +4.2% | +11.1% | +13.6% |
| 3M | +24.2% | -12.4% | +36.6% | +29.8% |
| 6M | +30.9% | -8.7% | +39.6% | +34.8% |
| YTD | +3.9% | -11.6% | +15.5% | +7.8% |
| 1Y | +19.9% | +0.2% | +19.7% | +19.1% |
| 3Y | +2.5% | +57.1% | -54.6% | -12.9% |
| 5Y | -66.7% | -6.8% | -59.9% | -67.9% |
| 10Y | +54.9% | +200.4% | -145.5% | +2.2% |
| All | +81.2% | +101.5% | -20.3% | +24.6% |
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