+8.0%
EXE vs ALLY
+54.4%
-46.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -6.6% | +0.9% | -7.5% | -6.7% |
| 30D | -4.0% | +3.1% | -7.1% | -4.5% |
| 3M | -7.5% | -12.6% | +5.1% | -5.8% |
| 6M | -11.7% | -12.4% | +0.8% | -10.3% |
| YTD | -22.0% | -13.2% | -8.8% | -20.8% |
| 1Y | -21.8% | +1.8% | -23.6% | -23.4% |
| 3Y | +8.0% | +58.0% | -49.9% | -7.7% |
| All | +8.0% | +54.4% | -46.3% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling