-62.4%
XE vs ALLY
-14.4%
-48.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.7% |
| 7D | -0.1% | -0.7% | +0.6% | -0.1% |
| 30D | -20.0% | +1.1% | -21.1% | -20.9% |
| 3M | -46.9% | -13.2% | -33.7% | -42.4% |
| 6M | -63.7% | -13.5% | -50.2% | -59.6% |
| All | -62.4% | -14.4% | -48.1% | -58.4% |
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