+30.2%
XEL vs ALLY
-0.1%
+30.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.8% |
| 7D | +1.3% | +1.0% | +0.3% | +1.2% |
| 30D | -1.5% | -3.3% | +1.8% | -1.3% |
| 3M | -0.2% | +0.5% | -0.7% | -0.3% |
| 6M | -5.4% | +12.6% | -18.0% | -6.5% |
| YTD | +5.6% | -4.7% | +10.3% | +5.8% |
| 1Y | +10.5% | +5.2% | +5.2% | +9.5% |
| 3Y | +49.2% | +66.5% | -17.3% | +38.6% |
| All | +30.2% | -0.1% | +30.2% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling