+166.5%
ET vs ALLY
+201.0%
-34.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -4.4% | -0.2% | -4.2% | -4.5% |
| 30D | -4.8% | +3.4% | -8.2% | -6.1% |
| 3M | -3.4% | -11.1% | +7.6% | +0.2% |
| 6M | +2.2% | -11.5% | +13.7% | +5.6% |
| YTD | +24.2% | -12.3% | +36.5% | +27.6% |
| 1Y | +24.5% | +1.1% | +23.4% | +21.0% |
| 3Y | +83.6% | +64.8% | +18.8% | +42.0% |
| 5Y | +203.4% | -6.9% | +210.2% | +179.8% |
| 10Y | +166.5% | +194.9% | -28.4% | +50.5% |
| All | +166.5% | +201.0% | -34.5% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling