+178.5%
EXE vs ALLY
+26.3%
+152.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | +3.7% | -3.9% | -1.2% |
| 30D | +8.5% | -2.3% | +10.7% | +9.0% |
| 3M | +5.5% | +3.8% | +1.6% | +4.0% |
| 6M | -5.9% | +9.7% | -15.6% | -9.2% |
| YTD | -9.7% | -1.4% | -8.3% | -10.4% |
| 1Y | +3.6% | +8.2% | -4.7% | -0.4% |
| 3Y | +18.0% | +66.5% | -48.4% | -4.8% |
| 5Y | +109.4% | +1.2% | +108.2% | +96.8% |
| All | +178.5% | +26.3% | +152.2% | +140.9% |
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 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