+120.9%
FE vs ALLY
+182.8%
-61.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -0.5% | -0.7% | +0.1% | -0.4% |
| 30D | +4.3% | +1.1% | +3.2% | +4.1% |
| 3M | +0.4% | -13.2% | +13.6% | +2.7% |
| 6M | +6.9% | -13.5% | +20.4% | +9.3% |
| YTD | +8.0% | -14.3% | +22.3% | +10.1% |
| 1Y | +4.8% | -1.1% | +6.0% | +4.1% |
| 3Y | +49.0% | +62.0% | -13.1% | +30.4% |
| 5Y | +46.2% | -9.6% | +55.9% | +40.1% |
| 10Y | +120.9% | +176.0% | -55.1% | +60.8% |
| All | +120.9% | +182.8% | -61.9% | +60.8% |
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 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