+30.2%
ELV vs ALLY
+5.4%
+24.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -1.0% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | +2.0% | -3.3% | +5.3% | +2.4% |
| 3M | -3.5% | +0.5% | -3.9% | -3.8% |
| 6M | +40.2% | +12.6% | +27.6% | +36.2% |
| YTD | +15.8% | -4.7% | +20.5% | +16.9% |
| All | +30.2% | +5.4% | +24.8% | +29.8% |
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