+85.2%
EL vs ALLY
+98.1%
-12.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.8% |
| 7D | +0.8% | +0.9% | -0.2% | +0.4% |
| 30D | +16.5% | +3.1% | +13.4% | +15.2% |
| 3M | +29.2% | -12.6% | +41.7% | +35.0% |
| 6M | +27.9% | -12.4% | +40.3% | +33.6% |
| YTD | +6.2% | -13.2% | +19.3% | +10.9% |
| 1Y | +27.2% | +1.8% | +25.3% | +25.6% |
| 3Y | +3.2% | +58.0% | -54.8% | -12.4% |
| 5Y | -66.0% | -8.4% | -57.6% | -67.0% |
| 10Y | +58.3% | +195.3% | -136.9% | +5.1% |
| All | +85.2% | +98.1% | -12.8% | +28.2% |
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