-67.2%
XE vs ALLY
-12.1%
-55.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.9% | -1.7% | +17.6% | +16.3% |
| 7D | -4.6% | +0.9% | -5.5% | -5.2% |
| 30D | -27.5% | +3.1% | -30.6% | -28.5% |
| 3M | -49.9% | -12.6% | -37.3% | -47.4% |
| 6M | -67.2% | -12.4% | -54.8% | -66.1% |
| All | -67.2% | -12.1% | -55.1% | -66.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling