+181.5%
XEL vs ALLY
+182.8%
-1.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.2% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +8.6% | +1.1% | +7.5% | +8.4% |
| 3M | +5.1% | -13.2% | +18.2% | +6.9% |
| 6M | +2.5% | -13.5% | +16.0% | +4.2% |
| YTD | +11.0% | -14.3% | +25.3% | +12.6% |
| 1Y | +2.7% | -1.1% | +3.9% | +2.3% |
| 3Y | +49.7% | +62.0% | -12.3% | +36.1% |
| 5Y | +46.1% | -9.6% | +55.8% | +41.4% |
| 10Y | +181.5% | +176.0% | +5.6% | +124.6% |
| All | +181.5% | +182.8% | -1.3% | +124.6% |
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