+235.5%
EW vs ALLY
+189.4%
+46.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | +11.0% | +0.9% | +10.1% | +10.8% |
| 30D | +19.1% | +3.1% | +16.0% | +18.2% |
| 3M | +14.4% | -12.6% | +26.9% | +17.9% |
| 6M | +22.8% | -12.4% | +35.2% | +26.2% |
| YTD | +19.8% | -13.2% | +33.0% | +23.0% |
| 1Y | +23.9% | +1.8% | +22.1% | +22.4% |
| 3Y | +52.2% | +58.0% | -5.7% | +29.3% |
| 5Y | -13.9% | -8.4% | -5.5% | -17.8% |
| All | +235.5% | +189.4% | +46.1% | +128.6% |
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