+74.8%
EL vs ALLY
+124.8%
-50.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +0.8% | +3.7% | -2.9% | -0.5% |
| 30D | +19.8% | -2.3% | +22.1% | +20.7% |
| 3M | +25.7% | +3.8% | +21.9% | +23.9% |
| 6M | +5.4% | +9.7% | -4.3% | +1.8% |
| YTD | +0.2% | -1.4% | +1.6% | +0.3% |
| 1Y | +20.4% | +8.2% | +12.2% | +16.6% |
| 3Y | -32.1% | +66.5% | -98.6% | -43.6% |
| 5Y | -67.2% | +1.2% | -68.4% | -69.4% |
| 10Y | +31.7% | +191.4% | -159.7% | -13.6% |
| All | +74.8% | +124.8% | -50.0% | +15.9% |
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