+107.5%
UL vs ALLY
+172.1%
-64.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -2.5% | -2.1% | -0.3% | -2.2% |
| 30D | +5.7% | +2.0% | +3.7% | +5.4% |
| 3M | +7.0% | -13.3% | +20.3% | +8.7% |
| 6M | +16.1% | -9.9% | +25.9% | +17.3% |
| YTD | +3.6% | -13.5% | +17.1% | +5.0% |
| 1Y | -1.4% | -2.8% | +1.4% | -1.5% |
| 3Y | +34.1% | +63.4% | -29.4% | +22.6% |
| 5Y | +32.0% | -10.9% | +42.9% | +29.2% |
| All | +107.5% | +172.1% | -64.5% | +70.6% |
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