+160.9%
FE vs ALLY
+124.8%
+36.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +1.9% | +3.7% | -1.7% | +1.3% |
| 30D | -1.2% | -2.3% | +1.1% | -0.8% |
| 3M | +3.5% | +3.8% | -0.3% | +2.7% |
| 6M | -6.1% | +9.7% | -15.8% | -7.9% |
| YTD | +7.6% | -1.4% | +9.0% | +7.3% |
| 1Y | +11.9% | +8.2% | +3.7% | +9.5% |
| 3Y | +48.4% | +66.5% | -18.0% | +30.7% |
| 5Y | +44.8% | +1.2% | +43.6% | +36.3% |
| 10Y | +115.9% | +191.4% | -75.5% | +54.1% |
| All | +160.9% | +124.8% | +36.1% | +89.4% |
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