+9.1%
XEL vs ALLY
+4.3%
+4.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | +0.9% | -1.9% | +2.8% | +0.8% |
| 30D | -0.9% | -4.5% | +3.6% | -1.0% |
| 3M | -1.4% | -2.8% | +1.4% | -1.4% |
| 6M | -5.8% | +10.3% | -16.1% | -5.0% |
| YTD | +4.7% | -5.7% | +10.4% | +4.7% |
| 1Y | +9.1% | +3.9% | +5.1% | +9.1% |
| All | +9.1% | +4.3% | +4.8% | +9.1% |
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 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