+140.6%
EXE vs ALLY
+11.3%
+129.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -6.6% | +0.9% | -7.5% | -6.9% |
| 30D | -4.0% | +3.1% | -7.1% | -4.9% |
| 3M | -7.5% | -12.6% | +5.1% | -4.4% |
| 6M | -11.7% | -12.4% | +0.8% | -9.2% |
| YTD | -22.0% | -13.2% | -8.8% | -20.1% |
| 1Y | -21.8% | +1.8% | -23.6% | -23.8% |
| 3Y | +8.0% | +58.0% | -49.9% | -12.1% |
| 5Y | +62.3% | -8.4% | +70.7% | +55.6% |
| All | +140.6% | +11.3% | +129.3% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling