+18.9%
ELV vs ALLY
-3.5%
+22.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -2.2% | -1.9% | -0.3% | -2.0% |
| 30D | -0.2% | -4.5% | +4.3% | +0.3% |
| 3M | -6.1% | -2.8% | -3.3% | -5.9% |
| 6M | +42.8% | +10.3% | +32.5% | +40.9% |
| YTD | +14.4% | -5.7% | +20.1% | +14.7% |
| 1Y | +28.6% | +3.9% | +24.7% | +27.5% |
| 3Y | -7.4% | +64.7% | -72.1% | -14.0% |
| All | +18.9% | -3.5% | +22.4% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling