+20.2%
EXE vs ALLY
+64.0%
-43.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +3.6% | -2.1% | +5.7% | +3.8% |
| 30D | -4.3% | +2.0% | -6.3% | -4.7% |
| 3M | -7.7% | -13.3% | +5.7% | -5.9% |
| 6M | -7.2% | -9.9% | +2.6% | -6.3% |
| YTD | -18.5% | -13.5% | -5.0% | -17.3% |
| 1Y | -24.4% | -2.8% | -21.5% | -25.2% |
| All | +20.2% | +64.0% | -43.8% | +1.9% |
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