+332.1%
XEL vs ALLY
+98.6%
+233.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | +0.7% | -2.8% | +3.5% | +1.1% |
| 30D | +9.3% | +1.9% | +7.5% | +9.1% |
| 3M | +5.3% | -12.1% | +17.4% | +6.7% |
| 6M | +2.2% | -9.0% | +11.2% | +3.1% |
| YTD | +12.3% | -12.9% | +25.3% | +13.7% |
| 1Y | +3.0% | -0.1% | +3.1% | +2.5% |
| 3Y | +51.6% | +64.6% | -13.0% | +39.1% |
| 5Y | +50.0% | -10.1% | +60.1% | +45.6% |
| 10Y | +183.8% | +176.7% | +7.1% | +125.4% |
| All | +332.1% | +98.6% | +233.5% | +255.7% |
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