+46.7%
FE vs ALLY
+57.0%
-10.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.1% |
| 7D | +0.6% | -1.1% | +1.7% | +0.6% |
| 30D | +6.4% | +4.2% | +2.2% | +6.3% |
| 3M | -0.5% | -12.4% | +11.9% | -0.1% |
| 6M | +4.7% | -8.7% | +13.4% | +4.9% |
| YTD | +8.4% | -11.6% | +20.0% | +8.8% |
| 1Y | +7.2% | +0.2% | +7.1% | +7.0% |
| All | +46.7% | +57.0% | -10.4% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling