+167.7%
XLB vs ALLY
+201.0%
-33.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +7.1% | +3.4% | +3.7% | +5.8% |
| 3M | +0.6% | -11.1% | +11.7% | +4.5% |
| 6M | +3.5% | -11.5% | +15.0% | +7.3% |
| YTD | +18.2% | -12.3% | +30.6% | +22.4% |
| 1Y | +25.6% | +1.1% | +24.5% | +23.7% |
| 3Y | +46.7% | +64.8% | -18.1% | +17.7% |
| 5Y | +30.9% | -6.9% | +37.8% | +23.4% |
| 10Y | +167.7% | +194.9% | -27.2% | +62.9% |
| All | +167.7% | +201.0% | -33.3% | +62.9% |
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 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