+164.7%
XLB vs ALLY
+172.1%
-7.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | 0.0% | -2.1% | +2.2% | +0.7% |
| 30D | +5.3% | +2.0% | +3.3% | +4.5% |
| 3M | 0.0% | -13.3% | +13.3% | +4.7% |
| 6M | +1.2% | -9.9% | +11.1% | +4.4% |
| YTD | +16.9% | -13.5% | +30.4% | +21.5% |
| 1Y | +20.9% | -2.8% | +23.7% | +20.7% |
| 3Y | +43.3% | +63.4% | -20.1% | +15.3% |
| 5Y | +28.3% | -10.9% | +39.2% | +22.8% |
| All | +164.7% | +172.1% | -7.4% | +62.2% |
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