+40.4%
EXC vs ALLY
-10.0%
+50.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.3% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | +8.6% | +5.2% | +3.3% | +8.2% |
| 3M | +2.4% | -13.3% | +15.7% | +3.4% |
| 6M | +6.5% | -6.7% | +13.1% | +6.8% |
| YTD | +9.0% | -12.8% | +21.9% | +9.9% |
| 1Y | +4.6% | +0.7% | +3.9% | +4.0% |
| 3Y | +33.5% | +65.2% | -31.7% | +22.4% |
| All | +40.4% | -10.0% | +50.4% | +38.1% |
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