+162.8%
FE vs ALLY
+101.5%
+61.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | +0.6% | -1.1% | +1.7% | +0.7% |
| 30D | +6.4% | +4.2% | +2.2% | +5.7% |
| 3M | -0.5% | -12.4% | +11.9% | +1.6% |
| 6M | +4.7% | -8.7% | +13.4% | +6.0% |
| YTD | +8.4% | -11.6% | +20.0% | +9.9% |
| 1Y | +7.2% | +0.2% | +7.1% | +6.3% |
| 3Y | +44.9% | +57.1% | -12.2% | +28.7% |
| 5Y | +46.3% | -6.8% | +53.1% | +39.6% |
| 10Y | +110.3% | +200.4% | -90.1% | +49.9% |
| All | +162.8% | +101.5% | +61.3% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling