-65.6%
XE vs ALLY
-10.5%
-55.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.8% | -12.3% | -10.3% |
| 7D | -12.9% | +2.4% | -15.3% | -13.9% |
| 30D | -30.3% | +5.6% | -35.8% | -32.3% |
| 3M | -45.9% | -11.7% | -34.2% | -41.5% |
| 6M | -66.2% | -7.0% | -59.2% | -64.0% |
| All | -65.6% | -10.5% | -55.1% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling