+123.4%
FE vs ALLY
+174.3%
-50.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +1.2% | +0.4% | +0.9% | +1.2% |
| 30D | +4.5% | +5.2% | -0.7% | +3.6% |
| 3M | +1.3% | -13.3% | +14.7% | +3.7% |
| 6M | +8.7% | -6.7% | +15.3% | +9.6% |
| YTD | +9.2% | -12.8% | +22.1% | +11.0% |
| 1Y | +7.0% | +0.7% | +6.3% | +5.9% |
| 3Y | +51.4% | +65.2% | -13.8% | +32.1% |
| 5Y | +47.7% | -10.1% | +57.8% | +41.9% |
| All | +123.4% | +174.3% | -50.9% | +64.2% |
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