+114.4%
FE vs ALLY
+191.1%
-76.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +1.9% | +3.7% | -1.7% | +1.3% |
| 30D | -1.2% | -2.3% | +1.1% | -0.8% |
| 3M | +3.5% | +3.8% | -0.3% | +2.7% |
| 6M | -6.1% | +9.7% | -15.8% | -7.9% |
| YTD | +7.6% | -1.4% | +9.0% | +7.2% |
| 1Y | +11.9% | +8.2% | +3.7% | +9.4% |
| 3Y | +48.4% | +66.5% | -18.0% | +30.0% |
| 5Y | +44.8% | +1.2% | +43.6% | +36.2% |
| All | +114.4% | +191.1% | -76.8% | +63.3% |
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