+197.7%
EXC vs ALLY
+182.8%
+14.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.2% |
| 7D | +0.1% | -0.7% | +0.7% | +0.2% |
| 30D | +9.0% | +1.1% | +7.9% | +8.7% |
| 3M | +3.3% | -13.2% | +16.5% | +6.1% |
| 6M | +5.7% | -13.5% | +19.1% | +8.3% |
| YTD | +7.3% | -14.3% | +21.6% | +9.7% |
| 1Y | +2.9% | -1.1% | +4.1% | +1.9% |
| 3Y | +29.3% | +62.0% | -32.7% | +9.6% |
| 5Y | +40.1% | -9.6% | +49.7% | +33.2% |
| 10Y | +197.7% | +176.0% | +21.7% | +90.2% |
| All | +197.7% | +182.8% | +14.8% | +90.2% |
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