+163.1%
ET vs ALLY
+174.3%
-11.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +2.5% | +0.4% | +2.2% | +2.4% |
| 30D | -2.5% | +5.2% | -7.7% | -4.4% |
| 3M | -4.9% | -13.3% | +8.5% | -0.4% |
| 6M | -0.1% | -6.7% | +6.6% | +1.4% |
| YTD | +26.2% | -12.8% | +39.1% | +29.9% |
| 1Y | +25.2% | +0.7% | +24.5% | +21.8% |
| 3Y | +84.2% | +65.2% | +19.0% | +42.1% |
| 5Y | +216.1% | -10.1% | +226.2% | +196.1% |
| All | +163.1% | +174.3% | -11.1% | +48.8% |
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 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