+41.4%
EXC vs ALLY
-6.7%
+48.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | 0.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +9.3% | +3.4% | +5.9% | +9.0% |
| 3M | +1.0% | -11.1% | +12.1% | +1.8% |
| 6M | +5.9% | -11.5% | +17.4% | +6.7% |
| YTD | +7.6% | -12.3% | +20.0% | +8.4% |
| 1Y | +2.4% | +1.1% | +1.3% | +1.8% |
| 3Y | +30.2% | +64.8% | -34.6% | +19.5% |
| 5Y | +41.4% | -6.9% | +48.2% | +38.3% |
| All | +41.4% | -6.7% | +48.0% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling