+22.7%
ET vs ALLY
+0.5%
+22.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +1.0% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -4.8% | +3.4% | -8.2% | -4.4% |
| 3M | -3.4% | -11.1% | +7.6% | -4.6% |
| 6M | +2.2% | -11.5% | +13.7% | +1.1% |
| YTD | +24.2% | -12.3% | +36.5% | +22.5% |
| All | +22.7% | +0.5% | +22.2% | +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 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