+172.1%
EXC vs ALLY
+189.4%
-17.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -1.2% | +0.9% | -2.1% | -1.3% |
| 30D | +10.0% | +3.1% | +6.9% | +9.3% |
| 3M | +1.6% | -12.6% | +14.2% | +4.2% |
| 6M | +3.3% | -12.4% | +15.7% | +5.6% |
| YTD | +7.6% | -13.2% | +20.7% | +9.6% |
| 1Y | +3.5% | +1.8% | +1.6% | +1.9% |
| 3Y | +27.7% | +58.0% | -30.3% | +9.2% |
| 5Y | +41.1% | -8.4% | +49.6% | +34.0% |
| All | +172.1% | +189.4% | -17.2% | +94.9% |
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