+183.8%
EXC vs ALLY
+201.0%
-17.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +9.3% | +3.4% | +5.9% | +8.6% |
| 3M | +1.0% | -11.1% | +12.1% | +3.3% |
| 6M | +5.9% | -11.5% | +17.4% | +8.1% |
| YTD | +7.6% | -12.3% | +20.0% | +9.5% |
| 1Y | +2.4% | +1.1% | +1.3% | +1.0% |
| 3Y | +30.2% | +64.8% | -34.6% | +10.2% |
| 5Y | +41.4% | -6.9% | +48.2% | +33.6% |
| 10Y | +183.8% | +194.9% | -11.2% | +96.9% |
| All | +183.8% | +201.0% | -17.3% | +96.9% |
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