+207.0%
XLB vs ALLY
+101.5%
+105.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -0.4% | -1.1% | +0.8% | 0.0% |
| 30D | +5.2% | +4.2% | +1.1% | +3.7% |
| 3M | -0.1% | -12.4% | +12.3% | +4.2% |
| 6M | +2.4% | -8.7% | +11.1% | +5.1% |
| YTD | +16.9% | -11.6% | +28.5% | +20.6% |
| 1Y | +25.0% | +0.2% | +24.9% | +23.5% |
| 3Y | +40.7% | +57.1% | -16.4% | +14.9% |
| 5Y | +31.6% | -6.8% | +38.5% | +23.8% |
| 10Y | +175.3% | +200.4% | -25.1% | +54.9% |
| All | +207.0% | +101.5% | +105.5% | +88.6% |
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