+147.6%
ET vs ALLY
+98.1%
+49.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | -7.9% | +0.9% | -8.8% | -8.3% |
| 30D | -5.9% | +3.1% | -9.0% | -7.3% |
| 3M | -5.2% | -12.6% | +7.3% | -0.6% |
| 6M | +0.3% | -12.4% | +12.7% | +4.4% |
| YTD | +23.1% | -13.2% | +36.2% | +27.3% |
| 1Y | +22.7% | +1.8% | +20.9% | +18.5% |
| 3Y | +75.4% | +58.0% | +17.4% | +33.9% |
| 5Y | +202.6% | -8.4% | +211.0% | +176.6% |
| 10Y | +213.0% | +195.3% | +17.7% | +37.9% |
| All | +147.6% | +98.1% | +49.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling