+153.4%
EXE vs ALLY
+11.7%
+141.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +5.3% | +0.4% | +5.0% | +5.2% |
| 30D | -2.2% | +5.2% | -7.4% | -3.6% |
| 3M | -5.9% | -13.3% | +7.4% | -2.5% |
| 6M | -5.7% | -6.7% | +0.9% | -4.7% |
| YTD | -17.8% | -12.8% | -5.0% | -16.0% |
| 1Y | -23.1% | +0.7% | -23.8% | -24.8% |
| 3Y | +21.2% | +65.2% | -44.0% | -2.9% |
| 5Y | +78.8% | -10.1% | +89.0% | +73.3% |
| All | +153.4% | +11.7% | +141.8% | +126.0% |
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