+104.2%
FE vs ALLY
+189.4%
-85.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | 0.0% | +0.9% | -1.0% | -0.2% |
| 30D | +5.2% | +3.1% | +2.1% | +4.6% |
| 3M | 0.0% | -12.6% | +12.5% | +2.1% |
| 6M | +5.0% | -12.4% | +17.5% | +7.1% |
| YTD | +7.9% | -13.2% | +21.0% | +9.7% |
| 1Y | +6.3% | +1.8% | +4.5% | +5.1% |
| 3Y | +46.0% | +58.0% | -12.0% | +28.8% |
| 5Y | +45.6% | -8.4% | +54.1% | +39.3% |
| All | +104.2% | +189.4% | -85.1% | +62.5% |
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