+206.2%
XLB vs ALLY
+124.8%
+81.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -1.4% | +3.7% | -5.1% | -2.6% |
| 30D | -0.4% | -2.3% | +1.9% | +0.3% |
| 3M | +2.0% | +3.8% | -1.9% | +0.5% |
| 6M | +1.8% | +9.7% | -7.9% | -1.9% |
| YTD | +16.6% | -1.4% | +18.0% | +16.1% |
| 1Y | +16.9% | +8.2% | +8.7% | +12.4% |
| 3Y | +32.6% | +66.5% | -33.9% | +6.0% |
| 5Y | +35.6% | +1.2% | +34.4% | +23.9% |
| 10Y | +160.0% | +191.4% | -31.4% | +48.1% |
| All | +206.2% | +124.8% | +81.4% | +81.6% |
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