+133.1%
XLC vs ALLY
+91.1%
+42.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.2% |
| 7D | +7.1% | -0.2% | +7.3% | +7.1% |
| 30D | -2.7% | +3.4% | -6.2% | -3.7% |
| 3M | -3.2% | -11.1% | +7.9% | -0.1% |
| 6M | -7.7% | -11.5% | +3.8% | -4.8% |
| YTD | -8.0% | -12.3% | +4.4% | -5.3% |
| 1Y | -3.1% | +1.1% | -4.2% | -4.3% |
| 3Y | +64.9% | +64.8% | +0.1% | +36.9% |
| 5Y | +39.5% | -6.9% | +46.4% | +32.1% |
| All | +133.1% | +91.1% | +42.0% | +64.5% |
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