+147.5%
XEL vs ALLY
+190.4%
-42.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -1.2% | -3.3% | +2.0% | -0.8% |
| 30D | -2.9% | -4.1% | +1.2% | -2.4% |
| 3M | -2.7% | +1.4% | -4.1% | -3.0% |
| 6M | -6.5% | +14.4% | -20.9% | -8.3% |
| YTD | +3.6% | -4.9% | +8.6% | +3.9% |
| 1Y | +7.5% | +5.5% | +2.0% | +6.1% |
| 3Y | +46.3% | +66.0% | -19.7% | +33.0% |
| 5Y | +30.5% | -2.4% | +32.9% | +25.2% |
| All | +147.5% | +190.4% | -42.9% | +98.2% |
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