+211.0%
XLB vs ALLY
+98.6%
+112.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | -1.6% | -2.8% | +1.1% | -0.7% |
| 30D | +7.2% | +1.9% | +5.4% | +6.5% |
| 3M | 0.0% | -12.1% | +12.2% | +4.3% |
| 6M | +2.3% | -9.0% | +11.3% | +5.2% |
| YTD | +18.4% | -12.9% | +31.3% | +22.8% |
| 1Y | +23.3% | -0.1% | +23.4% | +22.0% |
| 3Y | +45.2% | +64.6% | -19.4% | +16.6% |
| 5Y | +31.0% | -10.1% | +41.0% | +24.7% |
| 10Y | +168.8% | +176.7% | -7.9% | +55.7% |
| All | +211.0% | +98.6% | +112.4% | +92.0% |
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